Basically the parity version of this.
Can Parity import raw private keys or Geth keystore files?
I seem to remember just copying them into .local/share/io...../keys. The keys I had were generated on myetherwallet though, not geth. Or depending on how you installed, it might be ~/.parity/keys.
I think there is also an "import" function in the Parity UI that is accessible at port 8180. So open a browser to 127.0.0.1:8180 on a computer that is running Parity.)
In addition to stone.212's answer, here is another way:
Simply follow the instructions to import a private key into Geth, and then copy your keystore file into Parity's keys folder.
There is also a command-line option:
parity account import [path to geth keystore file]