@McMurphy exactly.
I started by setting just the MTU (to 1420). This didn't work.
After the reply from @TheNarc I did a test and additionally set the MSS value as well.
Ultimately, you want the real MSS value to be smaller than the MTU (typically 20 bytes for IP header data and 20 bytes for TCP header, so 40 bytes in total).
However, when you read the description field of the MSS value in pfSense it says
If a value is entered in this field, then MSS clamping for TCP connections to the value entered above minus 40 for IPv4 (TCP/IPv4 header size) and minus 60 for IPv6 (TCP/IPv6 header size) will be in effect.
This is why I set the same value as MTU. I actually don't know why this changes things. I would think that implicitly, the MSS should be affected by changing the MTU value. After all, the amount of data that can fit in a TCP segment directly depends on the overall size of the packet minus all headers. I guess that it would probably also work if you only set the MSS (with reverse logic: How should a packet ever get bigger than its payload size plus all headers), but I haven't tested.
I am no network expert however and the finer details of packet delivery are a mystery to me. I am always happy if I can get things to work ;).