Good news for the few Windows users of you.
I succeeded in accessing my labsconsole VM using
* PuTTY and * WinSCP
with appropriate proxy (PuTTY) respectively tunnel (WinSCP) settings via the bastion server.
_This will be documented in the next days_ (sorry, not earlier) on https://labsconsole.wikimedia.org/wiki/Help:Access and https://labsconsole.wikimedia.org/wiki/Help:Putty .
With the correct settings, a _single_ click connection or file transfer is possible,. No command line input trouble is needed.
Tom