After you open a second remote desktop app in a second VM and you’ve downloaded a copy of all their files and then you’ve deleted them.
Don’t fill up the empty space onto the desktop…create a folder somewhere else where they’d really have to look to find it and fill up the empty space on their drive in that folder.
Programdata, appdata roaming. Or even make a whole new folder in their “users” folder and dump the garbage there.
As long as their entire drive is full of useless garbage they can’t recover their files. It doesn’t matter what folder you use. You could even dump the garbage into their system32 or syswow64 folder Just as long as the empty space is completely overwritten it doesn’t matter, but stop putting it on their desktop, it’s too obvious. They can see it happening right there in front of them if you dump it on the desktop.