I've been thinking about doing the same thing. What hardware did you use?
I used these [0][1] repos as a starting point, I wrote a few helpers to update dynamic dns and a DNS ad blocklist for unbound. This replaced a pfSense install and I'm happy with it so far.
[0] https://github.com/elad/openbsd-apu2 [1] https://github.com/northox/openbsd-apu2
What I love about OpenBSD is the documentation. If An openbsd manpage describes it then it will work like that.
The only bummer is it’s a bit of a niche. I’m sure the majority of Linux distros dwarf its development team in warm bodies.