Parcheesi dice roll of double when all pawns still in nest
Depends on which rules you're using.
If you're playing with these Parker Brothers rules, you only get another turn if you used all of the double roll. If you can't use all of the roll, you don't get an extra turn.

Doubles
If a player throws doubles he has another turn and continues to have another turn as long as he throws doubles, excepting that if he cannot complete the total move on the dice he does not have another throw.

(emphasis original)
If you're playing with these Milton Bradley rules, you get another throw regardless, unless it is your third doubles in a row.

Doublets
A roll of matching dice is called doublets. [...]

If you roll doublets before all of your pawns are entered, take your turn as usual, and then roll again.
Doublets Bonus: If you roll doublets after all four of your pawns are entered, use the four numbers on the tops and bottoms of the dice for movement. [...] If you can't take all four parts of your move, don't move your pawns at all. Whether you move or not, roll again.
Doublets Penalty: The third consecutive time you roll doublets, you may not move forward. Instead, your pawn closest to HOME (even if it's on your home path) must be returned to your START circle and re-entered later. This ends your turn.