We have PowerShell installed on our RDS environment. It's currently being used for tasks like remote management and App-V virtual application publishing. To my understanding, it's fairly easy to bypass a restricted execution policy.
I can't however find any useful information on preventing bypassing the execution policy (or making it a lot harder). I was thinking about using file screening (AppLocker) for blocking PowerShell files, but I guess then attackers could just use a VBA script attached to an Microsoft Office file to execute a PowerShell script.
For now we focus on monitoring, but I would like more attention on preventing.
Actually, there are ways to prevent misuse of PowerShell (and making bypassing the execution policy quite useless):
Besides that, configuring logging of all PowerShell commands and sending them through a central location (so an IDS can monitor this) is also a good practice.
See Detecting Offensive PowerShell Attack Tools for more detailed information about how to achieve this.