This looks fun, but if this is the only thing you are going to be using on your extremely small Joyent VM, why waste time and complexity putting your OpenVPN setup inside Docker? Seems unnecessary.
- I can shutdown one of those "experiments" without affecting others. - If I want to migrate one of those things elsewhere (because it turns out to need more resources), it's already "Dockerized" (i.e. trivial to redeploy elsewhere). - When I remove one of those things, I don't have to worry about leftover packages, dependencies, files, etc. lying around.
Otherwise it would indeed be a poor use of my time :-)