You can collect the pids of all the children created by Parallel::ForkManager thusly:

my $parent_pid = $$;
my @pids;
my $pm = new Parallel::ForkManager($MAX_PROCESSES);
foreach $data (@all_data) {
  my $pid = $pm->start;
  if ($pid) {
      push(@pids, $pid);
      next;
  }
  # child executes here
  # ... and pid of parent is in $parent_pid
  $pm->finish; # child exits here
}
kill $signal, @pids; # signal children
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This code also incorporates ikegami's comment about how the child can get the parent's pid.