Yep. I advise a high amount of paranoia when opening up ports to your system
The trick is to use non-standard ports (or use standard ports for other protocols). Hackers find more than they can handle scanning ports for the traffic expected on those ports that they don't look for different protocols. There are five or six port numbers for e-mail alone that should get past most all firewalls and if you aren't using one of them for e-mail, you can use it for something else.
I suspect that the problem here is that the gateway is using port 443 for secure browser-based login to its remote configuration web interface. If remote (from the WAN side) maintenance is disabled (or using port 80 is chosen for the remote interface), the gateway may get out of the way.
If you're concerned about someone scanning for OpenVPN, you can monitor (either internally if the router supports logging or with computer software at the destination IP) what the router forwards for a while before you commit to using it. Further, without the RSA security key that comes along with the OpenVPN configuration, the hacker will get nowhere. OpenVPN requires a user name, password and 2048 bit security key to gain access by default.