Ok, then you need to create a new RT, add 0.0.0.0/0 pointing to Virtual appliance and the AZFW IP. Then set the option to propegate gateway routes to NO on the routing table. Attach that to your workload subnets. The reason (i think) as to why you can ping from a meraki spoke to workload, but no the other way is because from the spoke, traffic goes to the vMX, then to the AZFW. Traffic is then allowed and forwarded to the VNET and the VM. Return traffic does NOT go through the azure firewall and instead goes directly to the vMX. When you initiate a ping from the workload VM this goes directly to the vMX and to the spoke. Return traffic is then send back to the vMX, but then is sendt to AZFW which does not have an active session for this traffic flow, which then results in traffic getting droped.
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