GRE tunneling is a packet enclosure protocol that is usually between 2 different devices. If done properly, the router shouldn’t even see the enclosed packet. its why it can be dangerous when used with DDoS attacks. 

What actual issue are you running into and what is your particular setup for this? 

The tunnel is between my Zyzel USG 50 router (local) and my MicroTik RouterOS (remote) and has been in use for several years.

I just upgraded to the Arris G36.  When I have the G36 in Bridge mode to simply act as a cable modem and passing through the ISP (Spectrum) public IP to my Zyzel router, it works fine.

When I change the G36 out of Bridge mode so that its internal router is activated, my Zyzel cannot open the tunnel on my MicroTik.  I have enabled ‘VPN’ in the ALG setup on the G36.

I assume I need some kind of NAT/Route from the Arris 192.168.0.0 through the Arris cable modem to the MicroTik and back?

There should be interference if you are connecting G36 (without bridge mode) with the MikroTik router.

I would suggest enabling the bridge mode on G36 and connecting with the router.