The identity of the remote computer cannot be verified. Do you want to connect anyway?

Try out at the user logon script add this

for %%a in (server-1 server-2 another-server) do ( 
reg add "HKCU\Software\Microsoft\Terminal Server Client\Servers\%%a" ^
/v CertHash /t reg_binary /d 0000000000000000000000000000000000000000 /f
reg add "HKCU\Software\Microsoft\Terminal Server Client\LocalDevices" ^
/v %%a /t reg_dword /d 68 /f
)

server-1 server-2 another-server - write all your server names separated with spaces.

Then look just to see what happens ;)