This is possible to do on your firewall, but I would not recommend it as it almost certainly not supported and may cause some unexpected behavior. First off, you'll need an Access Control rule permitting ICMP echo requests to a network object representing your BGP prefix/network. Let's assume it is 192.0.2.0/24. This will let the echo request traffic reach the IP driver in Gaia where we can employ some trickery with the loopback interface.
Now in Gaia you need to add a "local" static route via the loopback interface to the BGP network. From clish this command is accepted syntactically but does not actually add the needed loopback route to the live routing table because it is not added as a "local" route:
set static-route 192.0.2.0/24 nexthop gateway logical lo on
However from expert mode this command will successfully add the needed local route to the live routing table, and now the Gaia IP driver will respond to all pings bound for this subnet:
ip route add local 192.0.2.0/24 dev lo
Needless to say a route added in this way from expert mode will not "stick" across a reboot, and there doesn't seem to be any way to add a "local" route from clish that I can find. This local route loopback trick is handy on honeypot boxes that need to respond to all IP addresses on a network which is how I knew about it.
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