Hi Enrico,
Do you mean configure an MX device to use PPPoE and serve VPN clients
or
Have a remote client connecting via PPPoE then using a VPN into an MX
For the first one, the answer is yes, you configure PPPoE via the local device page. In this case it is either of these two http://mx.meraki.com , http://wired.meraki.com reference this article for all of the pages Local Status Pages We use this configuration regularly.
As for the no gateway part, this is expected behaviour. See this screenshot from one of our deployments (IP's removed for confidentiality)
When you VPN into the box you will be placed on the specified subnet, are there any firewall rules preventing the client accessing what you are trying to ping?
If it is the second scenario then I believe its a yes dependent on the os you are using. macOS you can bring up PPPoE then VPN through it without issue.