Unable to ping on-premise from Azure and vice versa

I have setup an Azure virtual network that contains 3 private subnets:

172.16.1.0/24 (gateway)

172.16.2.0/24 (dmz)

172.16.3.0/24 (core)

I've setup a site to site VPN between Azure and the on-premise Fortinet Fortigate 1500D appliance.  The connections shows as Succeeded/Connected and I can see small amounts of data in/data out. DNS for the gateway and VMs is setup to point to on-premise DNS servers (for now until we get a DC built in Azure).

I cannot ping the VMs in Azure from on-premise and vice versa. 

The networking team says they cannot see anything on the Fortinet?  Any ideas on things to check?

Thanks,

MM