We have gotten them to work, but we have experienced lag and slow load times in revit 2018 and autocad in vdi. Disabling hardware acceleration in revit, and some of the system>graphic properties in cad may help.
If you are going to use this I would suggest goping with vGPU, otherwise don't try.
And yes, we have it working in VDI. AutoCad and Revit. Only thing is that you need to have a license server and concurrent licenses otherwise you end up with licensing issues because every time you log in your computer name changes.