I did it.. So it does work :)
If you use public IP addresses, just use that.. or leapfrog rdp through an ssh tunnel or VPN on a linux instance on the same VPC.
Something like this, to tunnel through a linux instance:
#!/bin/sh
sshuttle -D -r ubuntu@linuxinstance-in-vpc 172.16.X.0/24
xfreerdp +clipboard /rfx /smart-sizing:800 /d:CORP /u:demo /v:172.16.X.X
Re:I love my Amazon Workspace
by erstorreyk on Wednesday May 18, 2016 @03:18PM
(#11724929)
"supported"
https://aws.amazon.com/workspaces/faqs/#Clients_User_Experie...
"Q: Can I use any other client (e.g., an RDP client) with Amazon WorkSpaces?
No. The only supported clients for WorkSpaces are the free clients provided by AWS."