DO OpenVPN on Ubuntu 16.04 , pfSense 2.3.4, and Bypassing the VPN for certain devices.

I probably should be asking this question on the pfSense forum but…

I have an OpenVPN server running on Ubuntu 16.04 that was setup following the tutorial: How to Set Up an Openvpn Server on Ubuntu 16.04. I have my pfSense firewall connecting to the OpenVPN Server by following this guide: PF SENSE SETUP. This combination works great! All of my traffic is routing through the OpenVPN server on DO.

The problem I am running into now is I am not able to bypass the VPN connection for any device. I followed the following instructions:

First create an alias (Firewall -> Aliases) of type Host(s) that includes the IP address of each host you want to bypass the VPN.
Then create a firewall rule (Firewall -> Rules -> LAN) that's similar to your rule that allows all LAN traffic to the Internet, but for this rule select your new alias as the source, and under Advanced Options select Gateway to be your WAN interface rather than default.

So, at this point, nothing I do will bypass the VPN for those devices. Primarily an Xbox 360, a Wii, my Tivo and my Roku (for Netflix).

Thanks.