@adelphi
Sorry for bumping such an old topic, but it's very relevant.
I can't understand why your method didn't work for me, as it makes perfect sense. It's even weirder that what I came up with did work. After firewall rules failed to achieve the desired result, I tinkered elsewhere. Here is a NAT Port Forward rule that achieved the same goal.
Interface: LAN
Protocol: UDP
Source: Any (this is default)
Source Port: Any (this is default)
Destination: WAN address
Destination port range: 1196 (our VPN port)
Redirect target IP: Random private IP address that is NOT part of your LAN network. I used 192.168.1.254, but our LAN network is 192.168.21.0 / 24
Redirect target port: I just chose a random port. 45534
I was surprised that it even let me create this rule, but doing so made it so people who are connected to the LAN can no longer connect to the OpenVPN server while people connecting to the VPN from outside the office are unaffected.