Usually if an application works when you connect to a 'full desktop' using RDP but NOT when as a RemoteApp, the issue is normally the fact the shell is now the app executable and NOT Explorer.exe. Very common issue with Delphi written apps.
The other issue is sometimes an app relies on all parameters from a shortcut to work properly (start in, path, etc). RemoteApp does not use all of them.
What you do in this case is to create a RemoteApp that points to a .LNK file (shortcut) instead of going to the app executable. So create the shortcut and then choose it instead of the .EXE for the app. That fixes many apps as well.
Cláudio Rodrigues
Citrix CTP