Hi,
I haven’t played around with SMB printing on CE but for me it sounds obvious that the user has to authenticate twice. One is for the RDP session and the other for the local CE printing mechanism.
There is only one way I can think of that could help here.
Install the CE LDAP addon. This will allow you to directly authenticate yourself against a LDAP directory like AD, thus eliminating all further authentications.
As already stated above, I have never tried it myself but it should work.
CG