i had some free time to do a couple of tests today, and this point can be further simplified: we can just add a /32 address to the lo interface. No needs for the extra dummy bridge and the two separate IP addresses for src-nat and dst-nat.
/ip address
add address=10.20.30.40 interface=lo network=10.20.30.40
Then 10.20.30.40 can be used instead of both your 172.16.10.1 and 172.16.10.2.
What i find interesting is that, until at least the middle of 2024, the srcnat rule was not necessary. I dug into my old chat logs with online acquaintances where we used to test and discuss this issue and this solution from @rplant used to be all what was needed: http://forum.mikrotik.com/t/wireguard-multi-wan-policy-routing/174145/1 My acquaintances and I did the small modification where instead of the dummy bridge, lo was used, other than that the single dstnat rule used to be enough. That did produce the effect that the reply to the handshake had the IP address of the lo interface as source. And the routing rule could steer it to the right table. I had assumed that was still the case when I wrote the reply in #5 of this thread.
But something must have changed in RouterOS in the 2nd half of 2024, because when I redid those old configs from last year today, the additional srcnat rule is now definitely required, as explained by @lurker888 multiple times in this thread.