Executing remote PowerShell session for saved RDP entries

Can someone explain, if it's possible, how to create ad-hoc remote PowerShell sessions for any one my saved RDP entries?

I see can add sub-connections but I don't want to have to go through all my saved connections doing this. I'd like to simply choose one of my connections, then using its context menu spawn a remote PowerShell session to that server. I thought I would be able to use the "Macros/Script/Tools" menu, but there's no option there for this.