GRE is not a port. It's an IP Protocol Number. If the user interface for your router doesn't mention GRE protocol forwarding anywhere, try making your VPN server the "DMZ host" A home router DMZ host is a host on the internal network that has all UDP and TCP ports open and exposed, except those ports otherwise forwarded.
It basically lets you specify one machine on the private LAN side of your router to which your router will forward all new incoming traffic that the router doesn't know what to do with (that is, that it doesn't already have a static or dynamic mapping for).
Note that GRE is used for PPTP style VPNs, so see if any of your router's PPTP VPN gateway/pass through features/settings can help you.
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