I get the message "Can't create object ... because the parcel ___ at ___ does not allow it", but I know I can create objects on this land!

If you know for sure you are allowed to create objects on this land, then the problem is most probably that when you wore your HUD, the land's group was not your active group. You can confirm this by right-clicking your HUD and checking its default group.

To fix, simply:

1. detach the HUD
2. make sure your avie is set to the land's group (which allows you to build on the land). Do this by right-clicking your avie and choosing "Groups..." and then "Activate" the correct group.
   
3. wear the HUD. The HUD now belongs to the land's group.