Can a custom DPI setting be applied to Remote Desktop sessions?

When you try to change the DPI from a Remote Desktop session, you get a message that display settings can't be changed from a remote session. That made me think that changing DPI from a console setting would work. It did, sort of. If I connected via Remote Desktop to an existing console session with a custom DPI setting, that setting would be applied to the Remote Desktop session. However, if I logged off that session, the custom DPI would not be applied to subsequent Remote Desktop sessions even though it was maintained for subsequent console sessions.

It looks like the registry value HKEY_CURRENT_USER\Control Panel\Desktop\WindowMetrics\AppliedDPI (and perhaps other values) is overwritten at logon, but I haven't been able figure out how to prevent it.