You can't affect the pull of gravity per object, but you can change its linear damping, which in your case you could consider to be air resistance.
I'd suggest that you set your gravity to whatever works best with your enemy on the ground, and increase the linear damping for your parachuting enemy. You can even then lower the linear damping if the enemy's parachute gets destroyed (like in the classic game Paratrooper).
Of course, this all assumes that physics-based is the best solution for your game. if you need more direct control over the speed at which your objects move then it might be better for you to use the bullet behaviour.