Based on the help, I would say that XenDesktop would be the best overall.
ArcGIS Pro with Citrix XenApp is strongly discouraged because of poor Windows OS session assignment and management of GPU memory.
Now, I am not a Citrix expert and do not have any practical knowledge on this. I would say that you may want to test based on your configuration with Citrix app works best. Also making sure the host Citrix machine is at least in compliance with the system requirements will also help.
Maybe others on GeoNet with Citrix application experience will chime in.
#virtualization #citrix
--- George T.