I got a little bit further, it's not enough to enable login as current user on the Connection Server and when you install the Horizon Client.
I had to also enable "Default value of the 'Log in as current user' checkbox" GPO, then I only get prompted for the Sharing configuration that I imagine I can configure with a GPO and supress.
So the second part of my question is that I am publishing the ERP Client and the RDS Desktop, when I log into the RDS Desktop I only want it to create the shortcuts for Office that are installed on a different RDS Farm and not the ERP Client that is installed on the same RDS Desktop I am logging into.
I've got shared applications such as Office, Visio, and Project that are being used by multiple business units and then applications that are dedicated to a specific business unit where I am publishing the applications and desktop.
Thanks