Technically you should allow "ICMP type 3 code 4" (Destination Unreachable, Fragmentation needed but DF bit set) messages in on your WAN to be able to connect to sites that have reduced MTU for whatever reason. However that's not the only solution and for most of the connections the other solutions will solve the issue for you without having to the open holes in your firewall:
https://blog.cloudflare.com/path-mtu-discovery-in-practice/