First, follow this tutorial, it's awesome.
A few changes, as follows:
1. If you can't install the OpenVPN Client Export package, update your pfsense. (It's scary but the latest stable version is stable, and will work.) Then the package will install.
2. When doing the Client settings Export (6:35), in "Host Name Resolution:, don't choose "xxx.dnsomatic.com", whatever it is, as DNS-O-Matic will not respond to this type of request.
Instead, choose "other" and type in the domain name associated with your dynamic DNS (i.e. "spacelasers.ca".
3. Once connected on Windows, be aware that Windows File Explorer DOES NOT WORK over a VPN tunnel.
This means that stuff like "\\mynas\drive" typed into Windows will not work, and you will not see your NAS in the Network pane.
Example: "net use h: \\192.168.1.10\drive" will mount it to H:\.
Apparently there is some way to automate mounting the network share once OpenVPN connects, but it seems to rely on using some specific OpenVPN client software on Windows. I haven't figured it out yet.
In the meantime, a good old batch file to run the above command will work.