Hi,
I came across an article by
jpluimers who also have noticed this issue on a forum thread (Sorry, I cannot paste clickable - stupid!).
Since I had the same setup, eventought I would not imagine that that would be the issue, I simply disabled promiscous mode on the VMware ESXi host - and it's not working just fine.
Furthermore, I also removed the SNAT-rule (From OpenVPN to the green-zone) and it's working fine without it aswell.
I hope this helps the rest of you that are experiencing this problem!
EDIT:
Forum link: http ://wiert.wordpress.com/2010/10/12/endian-firewall-connected-client-can-access-efw-but-no-other-hosts/
Remove spaces in link above