I have a Vigor 2925 which I have setup 2x VLANs. Is there a way to configure the router to allow Windows Remote Desktop across the 2 VLANs?

I am not sure if will help, is only a suggestion to try
System Maintenance >> Management > Internet Access Control > Allow management from the Internet & tick what ever protocol it needs if helps

I had a look in there but none of the protocols are related to what I need. Is there a way to create a route between the two VLANS?

I managed to achieve what I wanted, it was pretty simple really. I went to to LAN\General Setup and ticked boxes in the setting for "Inter-LAN Routing", I ticked LAN 1 & 2 in the same column and it allows protocols over the VLANs which allows me to remote desktop between the two.