I was looking to do the exact same thing, as we have multiple sites that we currently route back over an MPLS network and out via an ASA site-to-site VPN from our DC to a 3rd party monitoring provider, the WAN IP's can float between DC's for resiliency meaning multiple sites only need a single VPN from the DC. The MPLS is going, and all sites will have MX's installed and was hoping we could do the same thing with them, but looks like it's not possible. I am hoping a feature request has been put in for this and we will see it one day?
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