I agree that setting up OpenVPN for the first time might be quite messy, so such script can be useful - it is quite simple and lets you do standard setup.

What I am wondering - it is using a pregenerated dh param file (I can understsand why - to make the initial process faster). I am not much into crypto, with all the other elements being created during the setup process, how big no-no is having a predefined dh file?