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Nope, if you keep the icon in the dock, this bug is still present.

However if the Screen Sharing app is not kept in the dock then the next time it opens the recent list is correct.
 
Could you share the Build Number of the OS with me? I'd like to submit a bug report.
 
Screen Shot 2016-06-16 at 21.06.17.png


The odd specs are because its running in VMware Fusion
 
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