Is there a way to mimic the functionality of the Stack that sets the parent of any created resources to the Stack, in a ComponentResource or do most just set the Resources parent to self or this, depending on the language used?

Pretty sure you have to be explicit. ComponentResource is really just code organization. Since Pulumi is just statically collecting your resource declarations within each Pulumi.Resource constructor it has no concept of where the resource was constructed in code

That makes sense, thanks.