ARM VNets - Routing between multiple VNets and/or On Prem

I have created 3 Vnets in 3 Azure regions using Resource Manager (ARM) as follows:

VNET1          <------------->     VNET2     <------------>  VNET3

                                                  |

                                                  |

                                              On Prem

I've established ARM Virtual Network Gateways and Gateway connections between VNET1 and VNET2, and VNET 2 and VNET 3 and a Local Network Gateway between VNET2 and OnPrem.

VNET 2 can communicate to all subnets (presumably routing over the system route tables), but I can't communicate between spoke networks VNETs and routing doesn't appear to be transitive.

Do I need to create Route tables/UDRs for this? Or am I missing something else?

Thanks,

Shane.