Just to move this question out of the Unanswered pile, I'm going to convert my comments to an answer.
You can run RStudio on a Linux box, and have users access through a web interface. It forces the users to use the RStudio interface, but it is a pretty nice interface, so maybe that isn't that bad.
You could also run RODBC
instead of RMySQL
. Setting up the ODBC driver can be a pain, but not as difficult as compiling a program from source on a Windows machine.