Bit of a breakthrough today, thought I'd lay it out here for anyone following in my footsteps.
So, when installing classic shell onto a number of RDS servers so that all clients see the shell menu, the best way to approach it appears to be:
Log into an RDS server, install Classic shell as normal Make your settings changes within the GUI on the server Install the Group Policy ADMX templates on your Domain Controller and configure everything you need there. Note that the Group Policies need to be applied to your user OU - applying them to an OU containing just the actual RDS servers won't work
Log into the RDS server you installed the menu on as a normal user, you should see classic shell configured with a combination of the settings you set in the GUI and those set in the Group Policy.
Now install Classic Shell onto each RDS server in turn and configure the GUI the same way as your original server.
There are still some things that I can't get working properly, but the above has got me to a point where I can now roll out a multi-server RDS environment
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