Then you only need to download the needed packages and setup the firewall correctly. It's actualy quite simple to setup a OpenVPN client on OpenWrt. With the Luci-OpenVpn-App you will have the option to upload the *.ovpn configuration file and setup your VPN credentials. I would follow a recent OpenVPN guide for OpenWrt (firewall part) and then combine it with your expressVPN ovpn configuration file. It should work out just fine! Before you start with your OpenVPN setup I would suggest to make a config backup via Luci (just in case).
Btw, if you are looking for a Firmware build which is providing all the needed packages for a OpenVPN setup I would suggest to take a look into the builds of davidc502: Davidc502- wrt1200ac wrt1900acx wrt3200acm wrt32x builds
I'm running these builds* with my WRT3200ACM for over a year and never had any issues with my VPN connection and I'm using the VPN Policy Routing package by @stangri to only route specific devices, ports and/or remote adresses over the VPN connection.
(*the current build of davidc seem to have some trouble with port forwarding for some people, so I'm still using the r11829 build)