The short answer is that both a dative personal pronoun and a preposition are used in Koine, though the preposition is usually πρός, not ἐπί. Both forms are in use at this time, but eventually the prepositional form will win out in modern Greek.
For example, Matt 11:7 has λέγειν τοῖς ὄχλοις while the parallel Luke 7:24 has λέγειν πρὸς τοὺς ὄχλους. They both mean "to tell the crowds."
Thus, you can render "we are saying a parable to you" either as: λέγομεν πρὸς σὲ παραβολήν or as: λέγομέν σοι παραβολήν.
Other comments about your proposed translations:
(1) The English progressive form "are saying" corresponds to the Greek present; there is no need to include ἐσμεν.
(2) The dative pronoun σοι is usually enclitic and, when it is, it is very often placed after the verb or in "second position."
Stephen C. Carlson, Ph.D. (Duke)
Post-Doctoral Fellow, Faculty of Theology, Uppsala