If you need a quick tool to convert your CSV files, you can use csv2parquet from https://github.com/domoritz/arrow-tools.
My favorite way to explore parquet is to make a virtual link through DuckDB where you can seamlessly treat it like a SQL table. Even browse it in DBeaver.
A couple of notes I've made about that:
Using DuckDB in Python to access Parquet data: https://til.simonwillison.net/duckdb/parquet
Use DuckDB to convert parquet to JSON and then open it in Datasette Lite: https://til.simonwillison.net/duckdb/parquet-to-json
Then you can load it into Seafowl [2]. We also have an API to export from Splitgraph to Seafowl, just need to add the button (this week).
[0] https://www.splitgraph.com/query