i've just recently started practicing scales in thirds (starting with C major and A minor... etc) and I'm surprised at how much they help with parallel scales and trills and every other type of finger-work. for major and minor scales in thirds i use Tausig's system (which can be found at
www.piano.ru/library and click on etudes and find tausig (that part is all in russian, so you'll have to guess what his name looks like in russian. as for chromatic thirds, i use moszkowski's which i think is the same as yours (see attached)