Context. Gravitational microlensing is sensitive to compact-object lenses in the Milky Way, including white dwarfs, neutron stars, or black holes, and could potentially probe a wide range of stellar-remnant masses. However, the mass of the lens can be determined only in very limited cases, due to missing information on both source and lens distances and their proper motions. Aims. Our aim is to improve the mass estimates in the annual parallax microlensing events found in the eight years of OGLE-III observations towards the Galactic Bulge with the use of Gaia Data Release 2 (DR2). Methods. We use Gaia DR2 data on distances and proper motions of non-blended sources and recompute the masses of lenses in parallax events. We also identify new events in that sample which are likely to have dark lenses; the total number of such events is now 18. Results. The derived distribution of masses of dark lenses is consistent with a continuous distribution of stellar-remnant masses. A mass gap between neutron star and black hole masses in the range between 2 and 5 solar masses is not favoured by our data, unless black holes receive natal kicks above 20-80km/s. We present eight candidates for objects with masses within the putative mass gap, including a spectacular multi-peak parallax event with mass of 2.4_-1.3_^+1.9^M_{sun}_ located just at 600pc. The absence of an observational mass gap between neutron stars and black holes, or conversely the evidence of black hole natal kicks if a mass gap is assumed, can inform future supernova modelling efforts.