I admit it was a bit nerve-wracking knowing that I'd be losing my Internet while the transition was in progress. In the end, it only took 5-10 mins to install OpenBSD itself and another hour or so to configure dhcpd, pf, unbound. Granted, I spent a few hours reading man pages and documentation before hand in preparation.
Wireguard took me a little bit longer but it's actually part of the kernel since OpenBSD 6.8 which is great. I don't think pfsense supports this yet in-kernel, but I could be wrong.
I have yet setup anything further than this except for automated borg backup to rsync.net.
In the end I'm extremely happy with my decision to move despite knowing that my apu2d4 won't achieve gigabit speeds pfsense on the same hardware is capable of. My Internet is only 200mbps so it's not an issue and if I upgrade I'll probably get a protectli.
While I feel the pfsense project is great, I simply feel more confident using command-line instead of web UIs and also knowing precisely how the system is setup without the pfsense magic.
One caveat: A power cut during the relinking process that occurs during and after boot can wreck the filesystem. A UPS is advisable. Once the relinking finishes the filesystem is quite robust.