Hello,
Although technically possible, I wouldn´t recommended. I dont know about your links but VPN slow down internet access due security and perform this twice, I dont think it is good idea.
However, if you think so, is not a big deal. This is basically routing. You need to create a default route on Site B sending all traffic your central Firewall, then, create a route on central Firewall send traffic to Site A.
This way you get all traffic on Site A.
