this is the first time I hear that the permissions on the /etc/openvpn directory trigger that assertion ....
the minimim permissions needed depend a bit on the server configuration; most likely openvpn is configured to run using
user openvpn
group openvpn
or something similar - it is this user that must have access to the /etc/openvpn directory. You can achieve that by either chown'ing or chgrp'ing the directory. After that you can remove at least the 'other' permissions (i.e. 750)