This GrimResource issue is.. Grim. Here's the PoC listed above, it's just easy code execution as the HTML code executes as the local computer context. I expect this one to explode in crimeware groups as it is so easy to exploit. Microsoft need to fix it.
I can see clear historic misuse on VirusTotal - also red team firms using .msc files via MMC to, for example, get SMB hashes via WebDAV as it appears MMC just yolo contacts anything and auto logs in.