I did google around but couldn’t get it work reliably. It seems have something with which desktop environment I use. And the performance isn’t great.

Also, I am not sure what you mean “jumpbox”, but it sounds like you don’t use the remote machine locally.

Pretty sure I had to tweak some settings in Xrdp.ini, it wasn't the default - ordinarily it would start a whole new desktop session for each connection. We use it with the stock gnome on RHEL7 but I'm pretty sure it would work the same way with any DE.

Performance seems okay for me as long as you don't use fancy backgrounds. Not as good as native windows RDP, but definitely usable.

These are secured jumpboxes in our lab/production environments we RDP (or SSH) into via the VPN, but we used to connect to them from the office LAN back in the days when we actually worked in an office.

I found it particularly difficult to remote into the same session as the one I log in locally (seating in front of the machine).

Ah okay. Yeah these are VM's running on an ESX cluster in a datacenter, I wouldn't want to sit in front of one. It'd be noisy and awkward since you can't use the desktop from an ESX console.