The easy way out: The buck stops here

The easiest solution could very well be to let all ICMP traffic from your local net through and let probes from elsewhere stop at your gateway:

pass inet proto icmp icmp-type $icmp_types from $localnet \
          to any keep state
pass inet proto icmp icmp-type $icmp_types from any to $ext_if \
          keep state

Stopping probes at the gateway might be an attractive option anyway, but let us have a look at a few other options which will show you some of PF's flexibility.