4K screens and high DPI
I finally ended up choosing the fuzzy GUI as you can't have both apparently. It seems Microsoft's RDP engine will pass the DPI of the connecting computer to the destination but the destination usually doesn't automatically turn the 175% scaling or whatever you are set for on, so icons and text are too tiny to be usable. The fuzzy GUI is what is causing the destination machine to think you are connecting with a lower DPI source machine, hence the legible size icons and text.
4K screens and high DPI
I have a Dell XPS 13 with a 3200 x 1800 High DPI screen. Regardless of the checkboxes mentioned my RDP sessions still pass this resolution through making the resulting workspace so small it is unusable. Screenshot attached.