With the XenDesktop 7 and XenApp 6.5 Feature Pack 2, now local Microsoft windows applications can be seen without having to escape from your VDI or Hosted Shared desktop.
Back in 2011, I worked on the development of the prototype for the similar concept that allows blending the local Linux applications into the Virtual Desktop.
Technologies we used for the development of this prototype:
Citrix Virtual Channel SDK, Citrix WinFram API SDK, Google’s Protocol Buffers, C++, Visual C#, WinAPI, Xlib.
Here is the demo