I saw that they recently implemented WolfSSL in OpenVPN and wanted to know if the same could be done with Unbound so that I would not have to install OpenSSL and waste space with another crypto library.
Looks like Unbound doesn't have WolfSSL support upstream. If you have the space, better do it the other way around and swap out WolfSSL for OpenSSL. The former has seen its share of ABI breakages even when developers said it wouldn't. See this glaring example.