AWS: Can't ping from VPN to instance in other region

I have an inter-region VPN setup in AWS, along the lines of this guide:

http://ift.tt/1FQ1PBn

So, I have got things working to some extent, but I cannot ping from one instance to the VPN host.

So the network looks like this:

instance A <---> vpn A <--- (cross region) ---> vpn B <---> instance B

I can ping from VPN to VPN. I can ping from VPN A to instance B. I can ping from instance A to VPN A. I can ping from VPN B to instance B.

But I CANNOT ping from VPN B to instance A, or vice versa. All the routing tables and security groups appear to be correct.

Anything else I may be missing?

Thanks.