I have not been very happy with the built in Client VPN and decided to implement OpenVPN as our VPN solutions but have run in to nothing but headaches. Is it a safe to assume that OpenVPN will not work with Meraki?
You wont be able to terminate an OpenVPN client connection directly on an MX. OpenVPN is an SSL based VPN solution. You would need to setup your own OpenVPN server behind the MX to get this to work.
If you can wait to the end of the year I suspect you might see an extra client CPN option appear.