After some advice, I have set up an MX with a Fibre to the Node NBN Connection in Bridge mode.
the MX is on the subnet 10.0.0.0/24 and the MX address is 10.0.0.138
I have enabled client VPN and given it the subnet 192.168.10.0/24
My clients can connect and ping/access some devices (non-windows computer devices, IE nas, phone system) but we cannot ping our file server or any other windows PCs.
I have created a firewall rule to test to allow all traffic from one subnet to the other.
Packet capture shows it hits the MX but no response from the device.