Big thanks to Laura at http://www.sharepoint911.com for this!
Yes you can use the inetres.adm, which should already be loaded in your GPs.
Its under User Config->Admin Templates->Windows Components->Internet
Explorer->Internet Control Panel->Security Page. Then you’ll have to
configure it for each appropriate zone (i.e. internet, intranet, trusted,
etc.), the actual option is under each of those folder and is called “Logon