OpenBSD supports Ubiquiti's octeon processor. I thought it would be neat to run my router on a non-x86 CPU, but I don't have personal experience with these boxes yet.
I'm curious to hear others' answers to this question as well. I've been looking into building my own OpenBSD based home router and so far thinking a Protectli Vault [1] would fit the bill.
I was recently looking at some Banana Pi boards, but I'm not sure if any of them other than the R1 will run OpenBSD. HardKernel's ODROID-H3 is tempting, but the cases are not great looking.
I ran such a topology for a while, aka "router on a stick". I had a two-port trunk link to a cheap Cisco small business switch, it worked great. It could also have been easily virtualized with a single virtual NIC, but I don't like virtualizing my router anymore, hah.
It should be completely possible using only the official install media, then and now. To do this today, download the AMD64 install74.img (like an ISO, but for flash media), write the image to a USB disk, connect to the APU1/2 via serial, plug in the drive and power up the APU, then follow the installation script.
Once booted, run fw_update and syspatch to make sure the firmware and system is up-to-date.