Thats it! Yeah

The way we "do this" (something similar anyways) is to run the logon script in "synchronous mode". That is to say, before the desktop is built - we do much redirecting of standard folders and it works well in this mode.

Of course, there is a downside to running sync example, the login script has to finish before the user gets control - and it might appear that your login process runs longer - but thats your call if you go there.