Hi,
Assuming the MXs are in different dashboard Organizations, then this would be treated as a non-Meraki VPN.
I would suggest a packet capture on the Primary WAN (Internet) interface on both sides, filtering for the public IP of each remote appliance:

(so, from your site, x.x.x.x would be the Public IP of your Customer's MX and vice-versa)
Then you will be able to verify if ISAKMP traffic is being sent from /reaching either side.
If there is another firewall upstream, ensure UDP 500 and 4500 is allowed to and from the remote side.
If you are using IKEV2, please understand these settings, especially the local and remote ID fields, if either side is behind NAT.
The event log can also be a useful source of information.
If you need further assistance, please do not hesitate to open a Support case, we are here to help! 😊
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