In some cases end users may have issues deleting desktop files. The system would not allow them to delete a file that's placed in their cloud desktop.

Follow these steps to troubleshoot the issue:

1. Check the public desktop folder for files

Verify that the items the user wants to remove aren't actually in the c:\users\public\desktop folder.  

You'll have to enable view hidden items to be able to find the desktop folder after drilling into c:\user\public. You can remove any icons that are there. If something is in that folder, then it will be placed across all the user's desktop and they can't delete it.

2. Check temporary files

Then you can try to use computer management and see the open file sessions. See if you can find the file that cannot be deleted and close it. It can be a temp file that excel creates that was corrupt, after deleting it, the user will be able to delete or edit the file. 

3. Confirm that User Profile Disk isn't mounted with a letter

Another cause may be that the user profile disk is mounted with a letter (assigning a letter to the User Profile Disk can change the permissions on the User Profile Disk). Have the user log off, mount the users UPD and check if has a letter assigned to it and if it is, remove the letter and un-mount it and have the user log back in.

4. Recreate user's Recycle Bin. 

A. Get the user logged off of the Terminal Server (as being logged on uses the VHDX file of the profile)

B. On Domain Controller find the users SID
(Note: If you need get SID for all Users that Login, use the below command
Get-ADUser -Filter {Name -like "*"} | Select Name,SID | Format-Table -Auto)

C. Locate the VHDX file for the profile and mount it. There's a tool called Sidder that can help you identify who the user profile disk belongs to.

D. Once mounted, locate the recycle bin and delete it. (Turned from a bin to a folder, delete the folder as well)

E. Hit refresh to view the newly created recycle bin. Right click and change the security permissions for it

F. Under the advance security set the Domain users to have modify and write rights and propagate this through the folders 

G. Un-mount the VHDX file and get the user to log in. 

Once the user has logged in they will be able to delete the files. 

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