>TeamViewer have a build that uses Wine which works well.
TeamViewer has a native linux build, which works well: https://www.teamviewer.com/en/download/linux/
Not sure why you'd want to use Wine.
I was using hyper-v on windows 8.1 (now 10) machine that I use as a server. I didn't want to run a local VM as I was connecting from a laptop running windows 7.
I could also have used VNC but I much prefer the RDP experience, in particular being able to share the clipboard with the local machine and to copy text and files.
Ah right. I don't use Hyper-V because I want to be able to use USB devices under Linux. I've had a lot more problems under Hyper-V than I have with VirtualBox. Both can't be installed side by side, either, you'd have to remove the boot flag or uninstall Hyper-V before you can use VirtualBox.
VirtualBox also does clipboard and file sharing, but only with the Guest Additions (only tested under a recent Ubuntu).
What VM host software are you using? If it's VirtualBox, just install the guest additions and use it through there.
RDP is really a Microsoft-only protocol. It's better on Windows than VNC because AFAIK it's just sending draw calls across the wire. I'm not sure what XRDP does.
You may actually have a better experience on a Pi 2 or 3, because of the way Raspbian is set up to run by default.