I don't think you'll get this working - there are other posts with the same issue on the community. In addition, the Configuring DHCP relay document for the MX, https://documentation.meraki.com/MX/DHCP/Configuring_DHCP_Relay, has this note about half way down: "Note: The DHCP server configured must be in a subnet configured on the MX, including directly-connected VLANs, static routes, and subnets participating in AutoVPN. DHCP servers sitting behind a 3rd-party VPN peer are not supported." EDIT: Also, https://documentation.meraki.com/General_Administration/Cross-Platform_Content/Configuring_DHCP_Services_on_the_MX_and_MS states "Note: On an MX, the DHCP server cannot be over a 3rd party VPN peer connection."
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