Actually this does work. It's just that the documentation is woefully inadequate and out of date.
If anyone is try to add a slave DNS server, first go to "Settings" >> "DNS Recursion Settings" >> "Transfer Restrictions Template" and add the IP address of your slave server.
Then set up your slave zones in /etc/named.conf pretty much as outlined here -
http://kb.odin.com/en/1338, but you may want to do a little reading up on your DNS software because there could be reasons to modify this slightly.
I also had to fiddle around a bit to get the permissions on the slave right.
Finally, I found I had to modify C:\Program Files\Parallels\Plesk\dns\etc\named.user.conf and add these lines to get NOTIFY to work (substitute 123.123.123.123 with your slave server IP)
notify yes;
also-notify { 123.123.123.123; };
I'm running Bind 9 on the Plesk/Windows server (master) and Bind 9 on the Linux slave and it's working perfectly.
Changes made via Plesk are instantly replicated on the slave. The only thing I have to do manually is the addition of new zones to the slave but this can be done programatiically and I beleive there are some commercial products that will also take care of it.