Create a /etc/openconnect/post-connect.d/set_mtu script with the following contents:
#!/bin/sh
if [ -n "$INTERNAL_IP4_MTU" ]; then
ip link set $TUNDEV mtu $INTERNAL_IP4_MTU
fi
Although this solution does not allow setting an arbitrary mtu in /etc/config/network, but it respects the mtu negotiated with the server and survives system updates.