Difficult, since if you try remote desktop type stuff.. it would kill your server. If you try to run off shared drive the environment may not be same (registry).
Why dont you look at software that allows you to do remote installs, I have no exp. with it but they discuss it here?
edit: not specifically games but similar issue is being discussed here, though main motivation there is cost.
edit2:@LiuYan 刘研 seems to have a good idea in diskless systems. Have no experience with it but looks promising