Joshua,
I have many clients on Sonicwalls without issue with Avast for Business. Unless you have changed the default rule for LAN > WAN is to allow. You do not need any WAN>LAN rules as the client polls the console and the console makes no inbound connections.
I believe in the firewall rules section there is an option for a "Matrix" view then pick LAN > WAN and check the rule(s) shown.
Let us know if you need further assistance with this!
Cheers,
Mac