Hammy, it is highly possible that your problem is caused by some link in your setup not supporting the MPLS MTU that is configured (default value is 1508), can you elaborate on what type of hardware you have in path between host connecting with winbox and router? You notice this with winbox because it starts sending max size packets (that are not generated when using telnet or regular ping).
Anyway, thanks to your report, issue with MPLS implementation has been identified (and will get fixed in upcoming 3.18) - when router originates packets, it (mistakenly) considers that path MTU is MPLS MTU (1508 bytes) minus label stack size (4 bytes), not interface (layer 3) MTU as it should. With this problem router prepares 1504 byte winbox connection packets (which should not be fatal, but is still wrong).
Even with this fix - MPLS MTU should be configured properly so that it does not exceed the abilities of hardware. If there was no this problem - probably you would never experience this, because winbox would prepare 1500 byte packets, resulting in 1504 bytes with MPLS label and probably your hardware can handle that. But you would get in trouble as soon as you tried to use some other MPLS application that adds more than one label.