This was tested with Windows Server 2012 R2
Step 1: Open Group Policy Management
Step 2: Create GPO under the OU you want affected.
Step 3: Right click >> Edit
Step 4: Expand "User Configurations>>Preferences>>Windows Settings>>Shortcuts" and click on shortcuts.
Step 5: Right click in white area and select "New >> Shortcut"
Step 6: Example URL Properties
Step 7: (Optional) Select Common >> Remove this item when it is no longer applied [This removes the object if it not applied to anybody]