Through the magic of automatically shared volumes in Parallels and verified in the Disk Utility, I recently have come to discover that there are several hidden .dmg's on my desktop (MacOS 10.11.1)
What are these and can I eject/remove them? They are all of the type "Disk Image External Physical Volume".
I have this same question.
I was seeing these for all the CC apps that I and my two networked co-workers had downloaded. The .dmgs showed up in our backup and also on Disk Utility. Well, I restarted my machine and can find no reference to them anywhere. So I would consider this solved!