There wasn't anything remarkable about the final episodes aside from a laughable lack of budget and the producer Takeda-san reaffirming the "10 years" plan all the way to the end:
June 19, 2010
[Following a letter asking if there will be any guests in the final episode, Kakihara explains that the reason they haven't had many guests is due to lack of money and everyone being busy. He proceeds to say that if people buy Parallel Works 2, they could make a Parallel Works 3, or maybe even a new movie or TV series.]
Takeda: But that's what we planned from the beginning.
Kakihara: Oh? Is it okay for you to say that? Do you have a plan?
Takeda: Well, first we'd have a TV series, then do a movie, then do an OVA, and then when some years have passed, make a new TV series. That's what we were thinking from the beginning. Didn't I say that from the beginning, that we'd do this for 10 years?
Inoue & Kakihara: You did.
Takeda: So that's what it means.
July 3, 2010
Takeda: Though this is the last episode, as I'm always saying, by the time everyone's forgotten about it, we'll bring it back again. (laughing)
Inoue: We won't forget about it!
Takeda: We won't forget, but there will be people who will have forgotten, so we'll make them remember again.
Kakihara: The moment you're forgotten, it'll be back again.
Takeda: Right, right. And I keep saying this, but this doesn't mean Gurren Lagann is over. There will be more in the future. Get it? That's already been decided.
Kakihara: So is it like the end of a first term?
Takeda: Right, right, right, like that. So it's okay.
In short, as has been said before, the franchise is going into hibernation, but as long as GAINAX has the money to pull it off, they do intend on coming back to it again.
Also, for anyone who hasn't seen them already, there were two more Parallel Works images on the top page in the past weeks.
And to pad out this post further, since they haven't been posted yet, here are the "Another Jacket" illustrations from Parallel Works 2 Limited Edition. (Scans aren't by me, and were found on 4chan.)
The sense of Wonder
My xxx is best in the universe
Kiyal's Magical Time, Three Minutes Before