The situation of GRE on consumer routers is a little more complicated.
Most feature an option like "vpn forward", or "gre forward" or
similar.
But these forwards work only for PPTP or L2TP, and use port knocking using
the PPtP/L2TP control channel to establish the internal forward
destination.
That means that, while PPtP or L2TP initiated by a internal client works,
plain GRE or other GRE based protocols like EoIP will not.
A possible option could be SSTP, which works over regular TCP connections
on port 443. But this is not well supported by the Linux world.
Marius, YO2LOJ