MTU problem with simple router?

Linux Advanced Routing and Traffic Control

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My colo provider provides IP addresses and expects routing much like a T-1
data provider.  I get 4-5 "WAN" IP addresses and 32 "PUBLIC ROUTABLE" IP
addresses.  Their enterprise router expects another router (customer
provided) to handle this forwarding.  In this role, I currently use a RedHat
7.3 box with 2 NICs, simply with IP forwarding enabled.  No special rules or
shaping.  Straight forward enough, and it's always worked without a hitch.
Behind this router, I have another RedHat box acting as a NAT Firewall which
protects my server farm.  Now my problem.  We've recently developed an
application that makes outgoing requests to other websites and returns data.
I'm noticing a serious lag in the amount of time it takes for this data to
return to the server vs. our development environment in the office which
uses a much slower internet link.

If I test from the production RH7.3 "router", all data is returned extremely
fast.  If I step back to the NAT firewall, or further back into the server
farm, I get serious delays.  ICMP does not seem to reflect this problem, I'm
assuming because of it's small packet size.  Could MTU size be an issue
here?  All of my firewalls and routers use the default 1500 MTU size and the
network is all 100Mbps up to the OC-48 internet backbone.  Am I missing some
router configuration?  I've tried adjusting the MTU size on the router with
no change in results.

Any suggestions on where to go with this? 

-Ken

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