While it's not quite what you asked for, I think you could do the following -
(1) Create a ".rdp" file on an internal server which is running a web server. This file can contain all the information about the RDP session to be ;aunched. The association of this type of file causes RDP to start when this file is run.
(2) Create a bookmark to the URL of this file.
(3) Specify in selective rewriting that this URL is not to be rewritten.
If your users in this role were always going to use an RDP connection, I think you could use the ".rdp" URL as a custom start page.