If I had colo space, why not just run OpenBSD on bare metal and optionally use vmm? I want this precisely because I'm not in a position to host stuff physically myself.
I mean (forgive my heresy) using kvm(-the-hypervisor) under GNU/Linux to run guest OpenBSD. That is at least a very fast way to get started, spin up €2 instance somewhere, qemu -cdrom openbsd.iso and that's it.