OpenVPN client on Openwrt: https://loganmarchione.com/2015/02/openwrt-with-openvpn-client-on-tp-link-tl-mr3020-3/; skip upto extroot part, start from vpn setup.
Since you're using a lower-end device. You will have to use a pre-compiled firmware built with openvpn.
Also to be kept in mind that the performance will be poor because of the CPU.