@pczinser Not personally super experienced with pfSense in AWS, but wanted to at least try and help or get this topic a bit of a bump haha.
So, just to be clear, where are you seeing the default deny happen? In pfSense right? But on what interface in specific? I'd first be suspect of that and see if you can get the traffic to pass, but yes could be asymmetric for some reason.
Again, not a huge AWS person, but is there a reason the VPN is built with AWS and not setup within pfSense at each location itself?