Windows 10 Remote Desktop connection using Azure AD Credentials

It is possible. Basically you have to ensure no authentication information is sent when connecting, forcing the login screen to appear.

To do this, you must create and edit an .rdp file.

1. Open the Remote Desktop Connection window, enter the computer name or IP
2. Save connection settings (Show options, Save as)
3. Open the saved .rdp file in a text editor, and make sure these rows exist like this:

enablecredsspsupport:i:0
authentication level:i:2

4. Load this into RDC (Open button)
5. Connect, provide Azure AD credentials, enjoy!

Note: when setting up the computer accepting the connection make sure not to force Network Level Authentication (checkbox on the menu where you allow the remote connections).

Credits where it's due: morgansimonsenblog.azurewebsites.net