From a machine on Site A belonging to VLAN 10 or VLAN 20, ping a machine on Site B belonging to the same VLAN: the machine on Site B should respond to requests.

It is also possible to check whether VLAN are indeed being transported through the tunnel by creating a network capture on the incoming interface of the tunnel on Site B's firewall. In this case, captured network packets will show the GRE protocol encapsulating the transported VLAN (VLAN 20 in the example).