As for the CPU problem, unfortunately we are still unable to reproduce exactly the same on several machine in our labs, but we are checking a possible issue related to the audio system. Can you try to disable audio from the player GUI and check if it makes any difference?
@tosigus: What do you mean with “When non NoMachine Tray Icon”? Have you changed the “Hide the NoMachine icon in system tray” option?
The tray icon should be always visible while somebody connects or disconnects. Does the CPU have spikes while the icon is visible at connection and at disconnection?