Thanks for the OpenBSD guide.

Do you know whether 10Gb NICs are supported in OpenBSD, and can the link be fully saturated?

I'd be interested in building a DIY router on OpenBSD, but I need support for 10Gb SFP+, with an upgrade path beyond that.

Yes. Support is there for some 10Gb Intel devices ( https://man.openbsd.org/ix.4 ) and Broadcom devices ( https://man.openbsd.org/bnxt.4 ) including SFP+.