We study the parametric resonance of capillary waves on the interface between two immiscible Bose-Einstein condensates pushed towards each other by an oscillating force. Guided by analytical models, we solve numerically the coupled Gross-Pitaevskii equations for a two-component Bose-Einstein condensate at zero temperature. We show that, at moderate amplitudes of the driving force, the instability is stabilized due to nonlinear modifications of the oscillation frequency. When the amplitude of the driving force is large enough, we observe a detachment of droplets from the Bose-Einstein condensates, resulting in the generation of quantum vortices (skyrmions). We analytically investigate the vortex dynamics, and conditions of quantized vortex generation.