While I don't have a solution for OpenWrt you could solve this with Squid and Diladele Web Safety ICAP. This setup is quite complex and I would not recommend to try to install this on a router (even if possible). I've setup this in past for someone. But we came to the conclusion that it is to much work to maintain things for private person (but you have a Web-GUI). Here you can find a guide:
I don't know if this guide is up-to-date.
EDIT: Diladele is not free anymore (as it was in the past). It now costs 24.99 € per year.
And you can run it directly on VMWare or HyperV.