I ultimately went with the RT-AC56U and the OpenVPN client functionality is indeed there but a few menus deep, but I'm a little underwhelmed VPN throughput wise. Despite being quite a bit more powerful than the old TP-Link router it isn't going all that faster.
Using a software client I can get near wire speed out of the 50 Mbps connection, the RT-AC56U does about 15 Mbps, the TP-Link did about 10 Mbps. The machine on the Colorado end is a 2.93GHz Core 2 Duo with 4GB of ram.
I don't know if that is something Merlin would improve upon. I bought it to replace a device that had come to be unreliable. But I expected more of an improvement from a significantly more powerful device. Perhaps it is an overhead issue.