Depending on what type of RD-Servers you use, you should check some regular exclusions.
We faced the same problem in our Citrix environment but with following the official Citrix AV Guidelines, we're pretty happy with the results (see hxxp://support.citrix.com/article/ctx124185 & hxxp://support.citrix.com/article/CTX127030). Also some advice from ESET was followed, additionally to the regular exclusions made by the ESET programs themselve.
The only Thing we Need to pass on was scanning of e-mails in Outlook, here we were not able to perform well with mailboxes containing up to 70.000 (!) Messages in one (!!) Folder alone.