We think you are correct that you need to connect your existing VNet to the VWAN Hub. However, this isn't done through the standard peering's section of the VNet resource itself. Instead, you create a Virtual Network Connection from within the VWAN Hub resource.
Go to your Azure VWAN Hub > Connectivity > Virtual network connections > Click on Add connection
You need to provide a name for the connection, select the Hub, the subscription, the RG, and the Vnet you want to connect. Associate the route table and the routes in this table dictate where traffic coming into the Hub from this VNet can go.
And you need to propagate the route table, and this allows other connected resources to learn how to reach this VNet via the Hub and also you need to propagate to labels which is used for more advanced custom routing scenarios, often involving specific groups of connections and the default is common initially.
You can also define specific static routes on this connection if needed, pointing traffic destined for certain prefixes from the Hub towards this VNet to a specific IP within the VNet.
Your subnets have UDRs associated with Route Tables. These UDRs likely have routes with the next hop type set to virtual appliance and the next hop IP address set to the private IP of your Meraki VMX. So, when you create the Vnet Connection from the Hub to the VNet and configure route propagation, the VWAN Hub automatically advertises routes to the VNet. Azure fabric updates the VNet effective routes to include paths to networks connected to the Hub via the Hub internal gateway infrastructure.
The UDRs take precedence over routes learned via propagation from the VWAN Hub and if you leave your existing UDRs pointing to the old VMX IP address, traffic matching those UDRs will continue to be sent to the VMX, and not to the VWAN Hub gateway. So, you must remove or modify the UDRs on your subnet route tables that currently force traffic to the Meraki VMX.
If your goal is for traffic destined for on Prem to go via the VWAN Hub, you need to remove the specific UDRs that point to the VMX. Once removed, the routes propagated from the VWAN Hub will become effective for those destinations or if you only routed specific prefixes to the VMX, you'd remove just those UDRs. If you still need other UDRs for different purposes those can remain, but the ones directing traffic towards the networks now reachable via VWAN must be removed.
- Make sure that you are using a Standard VWAN Hub, as Basic Hubs do not support ExpressRoute/P2S VPN gateway functionality.
Kindly let us know if the above helps or you need further assistance on this issue.