Not even the official Microsoft RDP Client for OS X supports this; in fact that product still cannot do Terminal Services Gateway connections that were introduced with Windows Server 2008
But the answer to your question is, yes there is at least one client that promotes full RemoteFX implemetation in their OS X client (and incidentally also TSG), and that's iTap Mobile RDP. It is a commercial program however there is a trial version available from that page. Update: it looks like iTap don't fully support RemoteApp
The only other client I can find is one by Thinomenon. Their free client supports all versions of the RDP protocol up to 7 (RemoteApp requires 6.1 or greater)
Enjoy latest RDP features, including application publishing (RemoteApp or RAIL), even if your platform is not supported by Microsoft.
- RDP 4.0, 5.0, 5.1, 5.2, 6.0, 6.1 and 7 -compatible,
- Copy and Paste via clipboard,
- Encryption for communication security,
- Local audio.