Originally, I wanted my VPN to run on OpenWRT but there are some configuration problems I cannot fix. However, in the process I've compiled several images using the 06-Jan-2016 trunk Image Generator. If anyone finds an image useful, here you go (SHA256 sums):
make image PROFILE=TLWR841 PACKAGES="luci openvpn-polarssl luci-app-openvpn -ppp -ppp-mod-pppoe"
openvpn-openssl will not fit on the device. This is why I used openvpn-polarssl as a replacement.
https://www.dropbox.com/s/20rd64w9ankq1 … y.bin?dl=0
(cbd0100c74aec56b5ee57ccaa090ed3de3bfcbcd676c0e8381cc78eee8afb9ad)
https://www.dropbox.com/s/n99ev47x4spw4 … e.bin?dl=0
(7870b5c6ccdb93b8a811a49a57f823dcc2fbd15a416ea9e27302d8459bdfab75)
make image PROFILE=TLWR841 PACKAGES="luci luci-app-sqm -ppp -ppp-mod-pppoe"
https://www.dropbox.com/s/lubd2x1tp35xr … y.bin?dl=0
(cecd981ad88a3f01ce16f64e05f026d362fcfb0a85717c3a22fd3cdc4b3ec7d0)
https://www.dropbox.com/s/2l8jwqkqtjq6x … e.bin?dl=0
(e3c097c9e4318dfff1cc68ef25087b4258f507e68e3505ec0e238c90683f329f)
make image PROFILE=TLWR841 PACKAGES="luci"
https://www.dropbox.com/s/yqkcl7vlpvc4x … y.bin?dl=0
(fede1c241204fdb792678baa1fb09ee8246c813e039489c79a2149c049262d46)
https://www.dropbox.com/s/sbw1emfwq7y7s … e.bin?dl=0
(d407ff359a25009bc617e5764a2ff5cef69825ce559a1f6ba0a216acd5293c3d)