We got some bit of perl code that we use inhouse to resize headless vBox RDP sessions to whatever the client side desire... If someone would find that useful we could bump that up a few notches on out todo list and make it release worthy pretty quick...
On a LAN I haven't seen any performance benefits from running a RDP client inside of a X2Go session, actually we've noticed a slight performance drop and ever so slight less responsive user experience. But I'm certain that's a whole different story over connections with less bandwidth and higher latency.
-GZNGET