If both ports are open (6699 tcp default incoming, 6257 udp default in/outgoing packets) you might wanna try opening ports 7940-7942 and 7950-7952 for outgoing connections to the caches.
Usually your firewall should see these as "related" though and let this traffic pass automatically.
I't an outgoing connection anyway, and most firewalls only filter incoming traffic.
Worth a try though
