How to allow VPN port forwarding?

I run a VPN at home via my router.  I'm using the xFi modem and I have my home network behind that.  If I set my xFi router to bridge mode, I can then use my VPN but I do like the firewall of xFi so I'd like to do this without bridge mode.

Router: xFi

Modem: Netgear R8000P