I think the problem could be related to the .NET Framework 3.5 SP1 that is required for EasyPrinting. Could you check if you have that on the Thin Client? Microsoft does list that as part of Standard but as the final image is created by the vendor, it is hard to say what they added or not to it. Would you mind talking to HP as well to confirm?
This thread confirms what I just said:
http://forums11.itrc.hp.com/service/forums/bizsupport/questionanswer.do?admit=109447626+1263478690976+28353475&threadId=1325976Cláudio Rodrigues
Citrix CTP