Start off with a freshly updated system and install the requirements:

apt update
apt upgrade
apt install -y xrdp xfce4 xfce4-terminal gnome-icon-theme-full tango-icon-theme

Make xfce4 our default xsession:

echo xfce4-session >~/.xsession

Make xfce4 the default for by editting the following file: :::bash nano /etc/xrdp/startwm.sh

Replace what is in there with this:

#!/bin/sh

if [ -r /etc/default/locale ]; then
  . /etc/default/locale
  export LANG LANGUAGE
fi

startxfce4

Restart xrdp for changes to be made effective.

service xrdp restart