I have just opened the registry "regedit", and opened Find "Terminal Server Client" checking only the checkbox "keys", which will make your search must faster.
Have a non- cluttered Remote Desktop Connection experience!
Then I removed all the entries I didn't like from the "Default Key", you will find all of them with the following prefix "MRU#".
HKEY_CURRENT_USER\Software\Microsoft\Terminal Server Client\Default
Have a non- cluttered Remote Desktop Connection experience!