Install XRDP (Did I need it from the repo? I don't know because I did both) but vsock needs to be enabled.
sudo apt update
sudo apt dist-upgrade
sudo apt install xrdp
echo mate-session> ~/.xsession
sudo apt-get install mate-core
sudo ufw allow 3389/tcp
sudo apt-get install xserver-xorg-core xorgxrdp xserver-xorg-legacy
sudo nano /etc/X11/Xwrapper.config
After the file is open add the line
needs_root_rights=yes
Set VM to use HvSocket
Set-VM -VMName "${VM Name}" -EnhancedSessionTransportType HvSocket