I do this as well and feel your pain OP. I RDP from my personal computer with a nice monitor, kb, & mouse to my underpowered work laptop. The laptop, having only 16gb of ram, can barely run my work apps. I minimize the RDP session and use my main PC for anything that requires browsing the internet. It's much faster switching this way than a KVM.
Nested RDP sessions work great as well. RDP to laptop, RDP to jump box over VPN, then RDP to server. Performance is great.
To say RDP is insecure is laughable. It's used everywhere to access Windows servers, and there haven't been any significant vulnerabilities in Windows 10. Lock down access with firewall and require 2FA to log in.
Nested RDP sessions work great as well. RDP to laptop, RDP to jump box over VPN, then RDP to server. Performance is great.
To say RDP is insecure is laughable. It's used everywhere to access Windows servers, and there haven't been any significant vulnerabilities in Windows 10. Lock down access with firewall and require 2FA to log in.