|Giving users access to log directly into your terminal server to run a single app is what is silly. You should look into using RemoteApp for this. That is a much better route. But it sounds like your not much on looking for solutions and want to stick with the 'old' way.|
Making a GPO is rarely a waste of time, but again - you seem to have your mind made up.
Have you even looked into this or just given up after seeing the old way doesn't work on a new system?
Seriously, look in to using RemoteApp and you may learn something.
If you want to stick with the 'old way', try c:\Users\Public\Desktop