Yes, that is what I ended up doing as well. It doesn't apply until the 2nd time they log in (registry merge happens the first time, but Explorer has already loaded and doesn't pick up the change). Did you figure out a way around that or do you just wait until 2nd login?
The only issue I see is with users who do not have a persistent disk because every time they log in it is the first time.
Getting these settings correct on VDI makes a HUGE difference over WAN. I am a little surprised vmWare doesn’t include optimization like this as an option in View.