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How can I customize Windows Server 2016 Remote Desktop Connections?

I have a small scientific laboratory that runs a Windows Server 2016 Remote Desktop Server. RDS runs on one VM; the domain controller runs on the other VM.  Since we have a relatively small group of people using RDS, I would like to customize their menu and desktops (much like I could using the old Terminal Services).  I've installed RDS with a Quick Collection that provides all of the menu and desktop options--way too many.  I suspect that customization is linked to collections, so wanted to create a collection for me (administrator) and the users.  When I try to create a new collection, I don't get any options in the RD Session Host servers step of the wizard.

I guess I'm worried that I'm missing something simple: the collection concept seems to be designed for big installations.  Not for us.  Any help would be greatly appreciated.
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Cliff Galiher
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Collections don't provide the customization you seek.

The only way to do what you want in a supported way is to customize the default profile BEFORE users log in for the first time.
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Hi Cliff,
Thanks for your input.  It seems odd that RDC has regressed with fewer options for customization.  
It seems that the only thing I can customize is what is pinned to the Start menu.
Anything else I can do to focus their options?  
Thanks again, b
I don't think it has particularly regressed.  Not more than the underlying OS design, anyways. Nithinf unique to RDS here. Windows 8 and 10 offer less customization than windows 7 did, and the server counterparts simply carry that GUI decision over to RDS.  When you look at options for customizing Win10, you are in a similar situation, and the same options apply to both OSes.
Collections is good for setting UPD, and limits etc. What you looking at is lot of Policy base changes and also with desktop you have to make changes with an XML file to get the lay out etc. Example when we install office we lay it out with the XML file so tiles line up correctly, static Wallpaper with User details for the session..
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Thanks for the comments.  I appreciate the link...although I have to admit that I start sweating when the TechNet guide starts with the words "Setup a test computer."  I also find group policy settings a bit opaque and often difficult to unravel down the road. Nonetheless, you guys have saved me a lot of time.  I appreciate it!
its not too hard to do, if you have a VM you can build and trash after then that would work , just needs to have the right apps installed.
There is only a single setting from memory to point it at the XML file

setup the desktop and start menu, use the powershell to extract/export to XML
Copy the XML file to the sysvol/netlogon share and then you can reference that path in the GPO.
If you aren't sure then create a GPO containing the single setting to test it out, use OU or security group filtering to ensure you only apply where you want
Clear guide on how to resolve the quesiton