I am no Iptables master, but don't you want to "drop" not "accept"?
I also wonder if you need both the "Anywhere" and the "Wan_interface"? I would guess that just blocking all ICMP on the Wan side would do?
Only other thing is that I have no idea if $WAN_INTERFACE is a valid IPtables variable, or if it is designed to be run from within a script? I have used the standard Linux eth0 / eth1 before in IPtables and that has worked.
Sorry am not more help, but I have struggled plenty with IPtables myself in the past. Bright side is that changes apply immediately (remember to delete the rule if it doesn't work before applying a new one), so you can test it without having to reboot every 5 minutes
