User cannot adjust their GNOME settings with gnome-tweaks or even changing the background.

After logoff and login, all changes has been reset.

It is by design currently. Some of the gnome settings are configured to make desktop environment suitable to VDI session, like disable power action, lock screen or screen saver, especially for FAS/smartcard user who doesn’t have password which will cause no way to unlock. The .ctxgconf3 file is used to fast loading predefined gnome settings. If customer have the needs to change, the  function gnome3_config()  function can be tweaked to change the behavior. At last for changing background, it works well in my env, I don’t think we have settings for this.

Please tweak the function "gnome3_config()" in the script "ctxsession.sh", Comment out the lines/settings you don’t need. Or comment out this section in the script, then file .ctxgconf3 won’t be generated 

if [ -z "$CITRIX_PUBLISHED_APP" ] && ( [ ! -f "$HOME/.ctxgconf3" ] || [ ! -f "$HOME/.ctxdconfprofile" ]); then echo user-db:user > "$HOME/.ctxdconfprofile" DCONF_PROFILE="$HOME/.ctxdconfprofile" dconf dump / > "$HOME/.ctxgconf3" & fi

User cannot save the background change of the Linux VDA.