What @Sob tried to tell you was that the Mikrotik (openvpn client) must “note down” through which interface (WAN or VPN) the request to the dst-nated application server has arrived, and must use that information to assign the routing-mark to the responses of the server. So a mangle rule in chain prerouting must assign a connection-mark to packets towards the server address coming from the VPN interface; as connections are tracked, any further packet belonging to the same connection, regardless the direction, has the connection-mark as a matchable attribute. So another mangle rule in chain prerouting rule then translates the connection-mark into a routing-mark for the response packets sent by the server. Beware - it either must not assign it to further packets from client to server, or you must undo the assignment using /ip route rule, because routing-mark has priority even over connected routes. More details and an example here.