I never got the parallel cable to work, also blew my Amiga 3000 with a parallel cable between Amiga and C64 causing a nasty repair bill (at least there where repair shops back in the days).

This led me to building an RS-232 interface for my CPC (Amssio by Martin Zacho) and writing my own DSK transfer software for it, so I could use all those DSK images form nvg on my real CPC, even without running DOS on my PC (I prefer Linux).
Later on I connected a 3.5" DD floppy to the CPC which turned out to be a no-brainer and worked so well that I never looked back to other solutions. I have a symbiface as well, but the 3.5" floppy method is so easy that I did not even bother with swapping CF cards. I also did not pay big money. I got 2 used DD floppys in exchange for some gummibears (yes, these drive are junk, you can get them for free!) and bought a cheap power supply plus some connectors and a case for the floppy at a local electronics store. There are plenty of instructions in the Wiki and elsewhere on the net. Just be sure to get an old DD drive with ready signal, to make things really really easy.
A good alternative for a lot of folks seems to be using the CPCBooster together with the ArkosROM. This solution makes sending DSKs between CPC and PC via RS-232 extremely quick and comfortable. However you will need the booster plus a RAM/ROM-Box or similar. Quite an expensive solution just for transfering discs, but pretty nice if you already have the hardware.