<ul>
  <a href="Parse me"></a>
</ul>
<ul>
  <li>bla-bla-bla</li>
</ul>
<ul>
  <li>bla-bla-bla</li>
</ul>
<ul>
  <li>something text Need parse</li>
</ul>
<ul>
  <a href="Parse me"></a>
</ul>
и так далее

 for i, k in enumerate(tree.iter('ul')):
      x = k.text_content()
      if x.startswith('Parse me'):
            print i, x

 0 Parse me
4 Parse me

 0 Parse me 3 something text Need parse
4 Parse me 7 something text Need parse

      need_parse_index = None
     for i, k in enumerate(tree.iter('ul')):
        x = k.text_content()
        if i == need_parse_index:
            need_parse_index = None
            print i, x
        elif x.startswith('Parse me'):
            print i, x,
            need_parse_index = i+2