Qualquer coisa, incluindo icmp, que não seja explicitamente permitido, é descartada.
#allow related,established
iptables -A INPUT -m conntrack --ctstate RELATED,ESTABLISHED -j ACCEPT
#Don't mess with loopback
iptables -A INPUT -i lo -j ACCEPT
#accept 2 port for tun1
iptables -A INPUT -i tun1 -p tcp --dport 44430 -j ACCEPT
iptables -A INPUT -i tun1 -p udp --dport 44431 -j ACCEPT
#accept venet0:0 stuff
iptables -A INPUT -i venet0:0 -p tcp -m multiport --dports 22223:22229,33332 -j ACCEPT
iptables -A INPUT -i venet0:0 -p udp --dport 33330 -j ACCEPT
#literally drop everything else on every adapter
#then default policy doesn't matter
#seen default policy fail to block, maybe it required a reboot
iptables -A INPUT -j DROP
AVANÇAR
#allow related,established
iptables -A FORWARD -m conntrack --ctstate RELATED,ESTABLISHED -j ACCEPT
#Don't mess with loopback
iptables -A FORWARD -i lo -j ACCEPT
iptables -A FORWARD -i venet0:0 -p tcp -m multiport --dports 22223:22229,33332 -j ACCEPT
iptables -A FORWARD -i venet0:0 -p udp --dport 33330 -j ACCEPT
#accept 2 port for tun1
iptables -A FORWARD -i tun1 -p tcp --dport 44430 -j ACCEPT
iptables -A FORWARD -i tun1 -p udp --dport 44431 -j ACCEPT
#Add before DROP rule
#If venet0:0 and tun1 are supposed to talk to each other
#Add next 2 lines (or leave them out and they can't)
iptables -A FORWARD -i venet0:0 -o tun1 -j ACCEPT
iptables -A FORWARD -i tun1 -o venet0:0 -j ACCEPT
#anything not allowed anywhere dropped.
iptables -A FORWARD -j DROP