I'm having a very similar problem on a newly-installed m0n0wall 1.233.
The LAN side (10.0.2.0/24 net) works fine. However devices in my OPT1 (DMZ) network (10.0.3.0/24) cannot access the Internet. A single rule to allow OPT1 * to WAN seems to have no effect. To access the Internet I had put in an OPT1 * to all rule, which opens up full access to the LAN.
Any advice much-appreciated.