The clearest parallel that is drawn in Sylvia Plath's poem "Lady Lazarus" is between the speaker and a Jew experiencing any number of atrocities in a Nazi contentration camp. Parts of the poem that bring home this parallel include:
Bright as a Nazi lampshade,
and references to incineration, including
A cake of soap,
A wedding ring,
A gold filling.
Plath sets up a similar parallel in at least one other poem, "Daddy."
Whether or not this parallel is "appropriate" is open to debate. Plath herself was emotionally tortured or troubled, so in some ways the parallels are fitting. Plath's parents were German immigrants, but they were not Jewish and, from what I recall, were pacifists who opponed the Nazis. This biographical information may make the parallel seem inappropriate.
Some people may also view the Holocaust as off-limits in a way for anyone who didn't actually experience it. I'm not one of those people, but I can understand being concerned about how the Holocaust might be trivialized.