====== mstsc on server core ======
There is no "install feature" method of doing this and I can imagine it's not supported by Microsoft. But you can add the RDP Client (mstsc) to server core by copying the following files from a server (preferably the same OS) with full GUI installation to the Hyper-V server:

From System32 folder:
  * mstsc.exe
  * d2d1.dll
  * d3d11.dll
  * dxgi.dll
  * mstscax.dll
  * msacm32.dll

From System32\en-US folder:
  * mstsc.exe.mui
  * mstscax.dll.mui