@dsugs 
This cannot be done directly. We only have access to provide the directory name. A part file is basically one among many files that are going to be under this data directory. So, if you are going to name it as file_name.parquet, then you have to name the second file as file_name2.parquet and so on. It is usually suggested not to modify the file names under the data directory. But if you still insist to do so, you can do a file level copy using dbutils.fs.cp() command and rename each file uniquely in a different location.