Described is an improved approach to implement parallel queries where session states are saved for parallelization resources. When work needs to be performed in the parallel query system for a given session, a search can be performed to identify a resource (from among the pool of available resources) that had previously been used by that session, and which had saved a session state object for that previous connection to the session. Instead of incurring the entirety of setup costs each time workload is assigned to a resource, the saved session state can be used to re-set the context for the resource to the configuration requirements for that session.