You need to create a return route. For example, your MX has IP 192.168.1.1 and the peer has IP 192.168.1.2. If you want to reach the 172.16.16.0/24 network that is behind the peer, you need to create a route to 172.16.16.0/24 pointing to 192.168.1.2 as the next hop. And if from the peer you want to reach the 172.16.17.0/24 network, which is behind the MX, you need to create a route to 172.16.16.0/24 pointing to 192.168.1.1 as the next hop.
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