Setup the vMX without issue, just migrated DB to MySQL database (Aurora) and setup in same Security Group but under private subnet (almost same setup as diagram I now see here).
However, on the vMX side I added the CIDR for the subnets in VPN but can't ping from the vMX to the DB. I setup the inbound/outbound rules for the DB Private subnet (on AWS side) and made sure application port (3307 instead of 3306) was setup as well.
Any insight from someone who's done this would be awesome.