Shadowing another session in RDS

Let's say you receive a phone call from a remote user in your company; they are currently sitting in a hotel and are having trouble figuring out how to open an application. This application isn't installed on their local computer, they are an RDS user, and they connect into a virtual session on an RDSH server in your network whenever they need to access this app. You think about asking for their password, as that way you could just log into the RDSH as them and take care of the problem. But alas, asking for a password is a serious breach of company security policy. Instead, perhaps you can use some kind of online meeting software to share the screen of their laptop and try to walk them through fixing the problem. But that would mean walking them through the installation of that meeting software and hoping you could explain over the phone...