Creating a GRE Tunnel Between OpenWRT and pfSense

Following on from my previous post about building a IPsec tunnel between a Palo Alto firewall and a pfSense VM, I started trying to build a GRE tunnel between a OpenWRT router on my local network and the pfSense VM. Since GRE tunnels are unencrypted, it needs to traverse the IPSEC tunnel and not the internet! Nothing will stop you from running a GRE...