With a little tinkering, and collating information from various guides, I've managed to get a working VPN. I'm able to establish a tunnel to the pfSense from an Android mobile phone (using mobile data), and from a Windows laptop (when tethered to said android mobile phone), and can access the LAN behind the pfSense.

The office I work at has a 'Guest WiFi', which is provided for visitors from other companies to be able to get WiFi on our site, and to be able to use their own VPN. However, when I connect to it, I'm able to activate the Wireguard VPN, and it seems to handshake OK, but it only sends data down the tunnel, nothing is received back. I know that outbound ports are filtered on this Guest WiFi network, which is why I'm using the UDP 1194, the same as I used for OpenVPN on my old firewall, which did connect successfully.

On my side I have an internet router provided by my ISP, which has limited configuration options, but has the pfSense set as a 'DMZ host', so it's forwarding all inbound traffic to it.

Is there something that I've missed which is causing an incompatibility? Is the fact that there's (presumably) NAT'ing outbound on the Guest WiFi getting in the way?