How to route site-to-site VPN traffic through PAN Firewall in GCP

[ping-secops]

I'm looking for some directions. Has any implemented the use case described in this lab [Palo Alto Networks: VM-Series Advanced Deployment][1] https://www.qwiklabs.com/focuses/10946?parent=catalog with site-to-site vpn to onprem?

Question. Which vpc did you terminate the vpn traffic for both the inbound and outbound traffic to be inspected?

I terminated in a vpc other than the firewall in a peered gcp hub and spoke, now both inbound and outbound traffic are bypassing the firewall.

Another approach took that failed: 

1. Make an internal load balancer in the untrusted  vpc
2. terminate the vpc traffic on the untrusted and pipe the inbound traffic through this ilb to the backend service (PAN) instances. 
3. The problem with this approach is that the internal load balancer is failing backend healthcheck. Reason being that, I'm unable to add the GCP health check source IP to the untrusted nic, since there route has to be unique. 

Has anyone implemented something similar, can you share some thoughts and ideas?