I made an attempt at integrating openvpn-dco into the build here https://github.com/spion06/vyos-build/tree/ovpn-dco. This works fine for me in my testing so far. The kernel module loaded, verified in the logs that it detected and used the dco tunnel. I'm not super familiar with the build system or what else would need to be done for contributing this. I'm just and end-user who would like to see this feature :)