I've got it working most of the time but varying results. We have:
XML files on a share
Redirected start menu containing the shortcuts
Win 10 LTSB Enterprise (1511)
Students "don't have" profiles (i.e. it creates a local profile when they log on to a machine, then it gets deleted when it's not been used for over a week) - all the restrictions etc are GPO/registry based.
Student start menus work perfectly, App list is correct and the tiles out of the XML are all there.
Staff have roaming profiles, most work but randomly some will show a plain black screen in place of the tiles (but the app list still works). Only fix is to delete the roaming profile (and local cache version) and let windows create them a new one at next logon (sometimes this doesn't work). I would say this affects about 20% of staff logins, so we have just put the most common shortcuts on the desktop as a temporary measure until we have sorted it out.
Other staff problems are that clicking the start button just doesn't do anything, again trashing their profile fixes this.
The "fix" to the roaming profile start menu problems is to update to the anniversary edition, so I have been testing Win 10 Enterprise Anniversary (1607) and it appears to work (although they removed the "File Explorer" link that was in the LTSB style start menu and you can't get it back via group policy)
Putting the XML off the share and onto the C: drive doesn't seem to make any difference. As others have said, once you have logged on with a broken start menu it will never fix itself without a new profile. I actually don't mind the start menu design just wish they had bothered to test it properly before releasing!