Windows 10 does not let you roam file type associations. DISM and Group Policy give administrators the ability to create default associations. However standard users can not run DISM. The solution I came up with uses powershell to create the xml and a batch file to copy it into place. This prevents those pesky metro apps from taking over your associations. It is better than trying to persist HKCU\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\FileExts and HKCU\SOFTWARE\Microsoft\Windows\Shell\Associations because the user is still prompted for interaction.
Requires Enterprise SKU. Tested with LTSB 1607.
Begin by creating and importing a default fta xml on the golden image using dism like in this article "How to force only a set of file associations? "
6) Create a UEM Logon task that runs CustomAssociations.cmd after profile import:
Note: the xml must be UTF8
Thanks to Pim_van_de_Vis! He noticed that the powershell took an abnormal amount of time to run (20 seconds). I uploaded new version that should run faster (less than a second). Removed lines from powershell that tried to determine nice "ApplicationName". It turns out that this parameter is not needed for it to be ingested properly.
Thanks to AlekseiS for pointing out the need for having an initial dism import and the Ms article.