VNC works, but is so painfully antiquated in comparison to RDP. It guzzles way too much bandwidth even if all you have is a blinking cursor on screen. I really wish there was a solid RDP server for Ubuntu. I'm quite surprised at the state of things on this front.
If you get the black screen I think that means somebody is logged into the console (the hardware X session). That's the big caveat (I used to use x11vnc, which let you vnc into the system's hardware X session then disconnect, and use the console directly).
https://console.cloud.google.com/marketplace/details/techlat...
https://aws.amazon.com/marketplace/pp/B084L3S2FF?qid=1583409...
https://azuremarketplace.microsoft.com/en-us/marketplace/app...