Honestly I'm not familiar with OpenWRT, but I would guess you can set up a VPN using OpenWRT without a Pi (assuming your router has the CPU muscle to run that). I know you can do it with PFsense and OPNsense.And I think the whole point of setting up a VPN is to AVOID port forwarding. It's safer to have no ports forwarded.
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If anyone stumbles accross this post, here is how I solved it for me:
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PiVPN doesn't need any special firewall-treatment in OpenWRT, just use port forwarding (Source zone: WAN, Destination: LAN, with the Port you chose, 51820 is the standard for wireguard)
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A special problem I had: I used NordVPN on OpenWRT to tunnel all my traffic through there. When I connected the PiVPN, it didn't work at first. I had to use something called PBR - Policy-Based-Routing to send all my traffic from the PiVPN to WAN. It was easy with the openWRT-app vpn-policy-routing plus luci-app-vpn-policy-routing
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