Connect the router to an existing OpenVPN server and give all clients an unique IP provided by the OpenVPN DHCP server

Hello,
I was wondering if there is a way of how to use my existing OpenVPN server connection on my remote ubuntu server from the MK router.
I currently connect to the OpenVPN server using the OpenVPN connect client on my windows/linux/android devices to get access to the virtual network.

At that point everything works fine as expected, but I would like to know if there is a possibility to connect the router and get rid of the OpenVPN connect client on all my devices and also get an address provided from the OpenVPN DHCP server directly(I believe that’s the way). So, all my local devices will get a VPN address.

Currently my OpenVPN server provides me an .OVPN connection profile file which I use in the software client, but I don’t think it will work in the MK router for many reasons.

Have you ever acomplished something like this?
Thank you
Martin