Ok, I thought I got it to work by adding the "push" at the beginning of the "redirect-gateway def 1". e.g:
client
dev tun
proto tcp
remote my_server 1194
tun-mtu 1482
# fragment 0 can be used to improve performance in some instances but
# breaks compatibility with some Android apps
# fragment 0
mssfix 0
resolv-retry infinite
nobind
persist-key
persist-tun
ns-cert-type server
auth-user-pass
verb 3
push dhcp-option DNS 8.8.8.8
push redirect-gateway def1
...but it didn't.
What's the difference between a statement in the file and the same statement with
push preceding it?