Well there are some options that you could try:
- Use a VNC like application which should allow DX and OpenGL
- Passthrough a USB controller and and manage it locally (ie hook up a keyboard , mouse, monitor)
Keep in mind that VNC will work, but if you are not on a good connection it will be laggy, crappy looking, and/or low frame rate
Personally I passthrough the USB controller (actually both of my USB 3.0 ones) and manage ESXi from a VM inside it, been working well for me