So, if you're using software on the server which mucks around with firewall rules (eg using OS provided firewall on the server isn't good enough), then you're sad out of luck.
And their current IPv4 firewall has a 10 rule limit per server, which can't be raised. Mind boggling. :(
I've asked Hetzner if they have any plans to extend their firewall to include IPv6 support, or raise the # of firewall rules, but they have no plans to at this stage. :( :( :(