We evaluate the ability of semantic parsers based on large language models (LLMs) to handle contextual utterances. In real-world settings, there typically exists only a limited number of annotated contextual utterances due to annotation cost, resulting in an imbalance compared to non-contextual utterances. Therefore, parsers must adapt to contextual utterances with a few training examples. We examine four major paradigms for doing so in conversational semantic parsing i.e., Parse-with-Utterance-History, Parse-with-Reference-Program, Parse-then-Resolve, and Rewrite-then-Parse. To facilitate such cross-paradigm comparisons, we construct SMCalFlow-EventQueries, a subset of contextual examples from SMCalFlow with additional annotations. Experiments with in-context learning and fine-tuning suggest that Rewrite-then-Parse is the most promising paradigm when holistically considering parsing accuracy, annotation cost, and error types.