Jennings, 18, was withdrawn after just 38 minutes of Tranmere's 4-0 defeat at Sheffield Wednesday in midweek, with Parry's men 3-0 down at the time.
The decision drew derision from the traveling fans but Parry feels the teenager still has a lot to learn and pointed to Aldridge's ruthless approach as an example to follow.
Parry told the club's official website: "When things aren't right for Dale he batters himself. I always think of John Aldridge and scoring goals.
"If he missed a chance he'd shrug his shoulders and know that the next one is going to come along and he'd put it in.
"He didn't dig a hole for himself and over try, which Dale's doing a little bit at the moment."
Source: PA
Source: PA