Solved my problem. Upon inspection of the firewall rules, I noticed that I provided complete tunnel pass through, but didn't enable outputs through the WAN and LAN interfaces.
Adding these two rules solved the problem:
iptable -A OUTPUT -o em1 -d 10.8.0.0/24 -j ACCEPT
iptable -A OUTPUT -o em2 -d 192.168.0.0/24 -j ACCEPT
I hope this helps someone else with their firewall when the default OUTPUT is to DROP the packet. Most often, the default OUTPUT is to ACCEPT, but the more robust firewall limits outputs also.
Regards,
Mark