We have an issue where SNMP monitoring breaks when the route
in is different from the route out. This is mainly due to OSPF sending
traffic from our servers in a different way than the shortest path out.

Any idea how to resolve this?

I've noticed the same issue.
I'm hoping someone from Mikrotik will take a look at this thread and comment...
The behaviour is exactly the same as with Net-SNMP on generic Linux.
It was introduced I think in version 5.5, and I therefore assume that RouterOS uses a port of that version.
At the time, it was changed to allow broadcast SNMP support, but an unintended consequence was that it broke multi-homed installations.

It seems that the fix is in Net-SNMP version 5.7.
Perhaps Mikrotik can look into integrating this into RouterOS?

http://www.net-snmp.org/docs/NEWS.html
*5.7*
snmpd:
- Multi-homed agents send UDP responses from the proper IP address

Mike