After a few more hours I appear to have solved the problem, so I'll answer my own question.
I created a custom folder in /etc/openvpn called CR_LOCAL_CCD, modified the server.ovpn file to point to the new folder
e.g client-config-dir /etc/openvpn/CR_LOCAL_CCD
and then downloaded ccd files for each client to CR_LOCAL_CCD.
I assume I'll have to redo it all again next time the firmware is updated.