create *.ovpn config file on server side (i.e. with 'pivpn add nopass' command in PiVPN)

in OpenWRT, open WebUI:

LuCi, System, Software, search and install packages:

openvpn-openssl
luci-app-openvpn

When done, navigate to: LuCi, VPN import *.ovpns config file, [x] enable and [Save and Apply], [Start]

ref

https://openwrt.org/docs/guide-user/services/vpn/openvpn/client-luci