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I have not done it, but here is a site that lists some other options not listed in your post:
Thanks for the info, but apparently in Windows 2008 R2 Microsoft has changed something so that what worked for 2008/2003 no longer works for R2. In fact I was in a state where Windows reported in the Security Console that "IE Enhanced Security was off" but IE still was blocking.
After much research I found the following which I added to the unattended.xml file in OS package.
<component name="Microsoft-Windows-IE-ESC" processorArchitecture="amd64" publicKeyToken="31bf3856ad364e35" language="neutral" versionScope="nonSxS" xmlns:wcm="http://schemas.microsoft.com/WMIConfig/2002/State"xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">