If you are using the parallel command from the moreutils package, your command could be simplified like this:
parallel zgrep -e "\(text1\|text2\).*Exception" -- my.log*.gz
This will run parallel instances of zgrep, one for each file matching the shell pattern my.log*.gz. Note that the pattern is expanded by the shell before the command is executed. Hence there is no need for a separate invocation of find.