If you're intending to provision the MX over cellular, beware of this: "When bringing the units online for the very first time, MX67C/68CW units should be connected via a wired WAN interface to the Meraki Dashboard to retrieve an update to allow for proper use of the integrated cellular connectivity." - MX67 and MX68 Datasheet - Cisco Meraki
Out of box MXs may not have stable cellular drivers, requiring Internet access over WAN to download latest firmware. Indeed, for whatever reason, Meraki has lately been encouraging the use of their own MG cellular modems connected via MX WAN ports, rather than their legacy cellular solutions.
Regarding 3rd party VPN over cellular, if you control the cellular network, can provide static IP addressing and manage and limit NAT-ing as much as possible then you should be able to get it working. However, this is an edge case design (I can't find anything in the documentation) so you'll be on the bleeding edge of finding any stability/reliability bugs.