Connect to openvpn management interface on unix domain socket

I answered it myself, 1 minute after posting.

Short answer, "Use socat"

Ref: https://unix.stackexchange.com/questions/26715/how-can-i-communicate-with-a-unix-domain-socket-via-the-shell-on-debian-squeeze

Long answer:

$ apt-get install socat
$ socat - UNIX-CONNECT:/dev/openvpn
>INFO:OpenVPN Management Interface Version 1 -- type 'help' for more info

EDIT: What I ended up actually doing

I didn't like the idea of installing a new tool when telnet/netcat over TCP works pretty well. So in the end I configured OpenVPN with a TCP management listener, and blocked (via firewall and hosts.allow) external access to the port it listens on. i.e. One can only connect to the OpenVPN management port on localhost.