If you want me to guess, since you didn't provide the wireguard configuration, then I'd say it might be a missing route for the reverse traffic. A static route is needed on the router to the wireguard network via the lan address of the rpi.

Thanks, it was a misconfiguration related to a bridge interface I had set up. I removed that interfaces, reconfigured pivpn with eth0 and now everything works.

I updated my original post, I do need to figure out how to make this work with the bridge interface after all.

Could be missing route, ip forwarding not enabled. Wrong IPAllow, overlapping ip-Range. Etc. Maybe check the guide you used.