Hello,
Unfortunately, I have not found a way to get SonicWall VPN running on Teltonika devices, or any OpenWRT based device for that mater.
Thus, I would suggest to go IPsec or OpenVPN route.
I do not have SonicWall to conduct testing. There is an example of how to configure IPsec between SonicWall and Teltonika router here, however, it is rather dated, and graphical interfaces of both devices look different now. However, at least in terms of RUT240 configurable settings, options shown in the example are also available in the current WebUI.
Best regards,