OpenVPN should have option bind-dev if we use VRFs, but we do not have this in our template https://github.com/vyos/vyos-1x/blob/current/data/templates/openvpn/server.conf.j2

set interfaces openvpn vtun0 vrf vrf_foo
`

Expected option

bind-dev vrf_foo

https://github.com/OpenVPN/openvpn/blob/master/doc/man-sections/virtual-routing-and-forwarding.rst#openvpn-configuration

It needs to be investigated and checked.