Conrad, I have the same issues with Windows 10 machines. The only work around for this issue for me is to use Remote Desktop. I can log directly into a users desktop and not have to deal with the logon screen.
Using Full Control mode is out of the question with Windows 10 for me. One thing that does help with any version of Windows, if the user will allow it, is to adjust the performance parameters of Windows behavior. I turn off all "pretty effects and frills", such as fade windows in and out, annimations, slide open combo boxes, smooth scroll and other non essentials. Makes remote sessions much snappier.