The below article should help overall:
http://www.symantec.com/docs/DOC8801
Practically, it is also recommended that we setup a dedicated Endpoint Server that manages Citrix Agents and nothing else. (Separate Endpoint server for just the Citrix Agents)
The document covers additional aspects on hardware configuration like Endpoint Connections the infrastructure might be able to handle. The new guide has addtional information however which I have not been thrugh - but I believe the original recommendation still exists that about 40 different Citrix sessions is considered as optimum from the DLP configuration stand point overall/per Citrix server. New Citrix Server can then manage another 40 Citrix Sessions and so on.
Hope this helps