Add local users to Windows 2016 RDS collection

I have set up a 2016 Datacenter server (VM) and joined to an Azure AD domain, then set up RDS.  I've deployed an application as a RemoteApp and created a local user that I want to be able to run the RemoteApp.  

Although I can add domain users and groups to the session collection, I cannot add local accounts - the only available location is the domain.

Is there any way to add local users and groups to the session collection?  If not (and I have to set up domain users for this) can I allow login without having the user enter the domain prefix to their login.  The Azure domain name is cryptic and was not intended for external use.

Steve Jensen