https://askubuntu.com/questions/6995/how-to-enable-ufw-firewall-to-allow-icmp-response

Open up the UFW before.rules config file

vi /etc/ufw/before.rules 

And make sure you have these rules in it

# ok icmp codes for INPUT
-A ufw-before-input -p icmp --icmp-type destination-unreachable -j ACCEPT
-A ufw-before-input -p icmp --icmp-type time-exceeded -j ACCEPT
-A ufw-before-input -p icmp --icmp-type parameter-problem -j ACCEPT
-A ufw-before-input -p icmp --icmp-type echo-request -j ACCEPT
# ok icmp code for FORWARD
-A ufw-before-forward -p icmp --icmp-type destination-unreachable -j ACCEPT
-A ufw-before-forward -p icmp --icmp-type time-exceeded -j ACCEPT
-A ufw-before-forward -p icmp --icmp-type parameter-problem -j ACCEPT
-A ufw-before-forward -p icmp --icmp-type echo-request -j ACCEPT