I just tried to forward to a gmail account; I too can confirm forwarding to gmail does not work. I then tried forwarding to an nc.rr.com address; that did not work either. 

I am surprised that Gandi is either unwilling or unable to address this problem. Frankly, it is a disappointment. When it comes time to renew my domains, I will have to consider transferring to a different registrar.  In the meantime, I cannot in good conscience recommend Gandi's services.