If you're routing the packets through the OpenWRT devices, then the ingress interface, running at Level 3, should be able to send back the ICMP message. Given that you've got the problem you describe, it sounds like they are bridging the networks at Level 2.
This is a "common" problem with encapsulated Layer 2 bridging that I haven't seen a good solution for. I stopped looking once I was able to get the MTU on my 802.11 link up.
Some interesting references include
http://blog.systemathic.ch/2015/03/05/openstack-mtu-pitfalls-with-tunnels/