Hi Dean,
It looks like you can set the DNS address:
https://openvpn.net/cloud-docs/dns-servers/
https://openvpn.net/cloud-docs/changing-dns-servers/
I don't have a Cloud connection at the moment, but I can tell you how to check what IP addresses are given for DNS servers: just look in your client logs for what was pushed. (Of course you will have to script something to put that in your
resolv.conf(5) file when you connect.) And I can tell you how to test, assuming
dig(1) is installed on your pfsense:
dig openvpn.net
regards, rob0