I don't have any specific documentation, but I can say for sure that it is possible. We just upgraded to E10 from Vantage 8.03. While we were still on Vantage, we ran the client very successfully, both on thin clients, as well as on actual PCs with a published Remote App. Each session does not need its own C:\Client803 directory.
Hope that helps, if there is any other specific information that you need, let me know and I will try to answer.
Jay