https://aws.amazon.com/workspaces/faqs/#Clients_User_Experie...
"Q: Can I use any other client (e.g., an RDP client) with Amazon WorkSpaces?
No. The only supported clients for WorkSpaces are the free clients provided by AWS."
If you use public IP addresses, just use that.. or leapfrog rdp through an ssh tunnel or VPN on a linux instance on the same VPC.
Something like this, to tunnel through a linux instance:
#!/bin/sh sshuttle -D -r ubuntu@linuxinstance-in-vpc 172.16.X.0/24 xfreerdp +clipboard /rfx /smart-sizing:800 /d:CORP /u:demo /v:172.16.X.X