Hi,
I would recommend to use extended ACL inbound/outbound on both WAN and LAN interface of Cisco router.
ACL should have explicit permit statement of icmp traffic with source ip, destination ip and vice-versa.
permit icmp host <src> host <dst>
permit icmp host <dst> host <src>
ACL name should be different for WAN interface and LAN interface.
In the last you can add "permit ip any any" to permit all traffic.
Initiate 100 ping from remote or from Local LAN side which can match in the permit statement of ACL.
Check the hit count of ACL on WAN interface and LAN interface. Check if all 100 pings entered in the router and leaving the router. Same hits you can check for ICMP reply. It will tell you if the router is actually dropping the packet or not.
HTH
-Amit