We construct lattice parafermions - local products of order and disorder operators - in nearest-neighbor Z(N) models on regular isotropic planar lattices, and show that they are discretely holomorphic, that is they satisfy discrete Cauchy-Riemann equations, precisely at the critical Fateev-Zamolodchikov (FZ) integrable points. We generalize our analysis to models with anisotropic interactions, showing that, as long as the lattice is correctly embedded in the plane, such discretely holomorphic parafermions exist for particular values of the couplings which we identify as the anisotropic FZ points. These results extend to more general inhomogeneous lattice models as long as the covering lattice admits a rhombic embedding in the plane.