I think I am having the same problem as in this thread but none of those solutions work. I have unchecked the PolicyKit Authentication Agent in the Desktop > Startup > Session preferences. I have also added LXDE to the NotShownIn line of /etc/xdg/autostart/lxpolkit.desktop. I also installed policykit-1-gnome to get the option to disable PolicyKit authentication. But I am still seeing the error message on VNC log in.
I am running Jessie on an RPi 3.