man xz has a simple example on parallel compression:

              find . -type f \! -name '*.xz' -print0 \
                  | xargs -0r -P4 -n16 xz -T1
[download]

With Parallel::ForkManager, one might try the following (untested):

...
my $pid = $pm->start and next;
do { use POSIX; setsid; };  # child side
...
[download]

This ought to prevent ^C interrupts from reaching the zip process.