So what happens at the very first boot (e.g. after system installation, or cloud instance just being spawned)? Is that the only circumstance where it would be OK to block? Does OpenBSD trust RdRand for such occasions?
You can set /etc/random.seed (or /var/db/host.random for spawned instances) prior to first boot. That's what cloud providers do IIRC. It also mixes in hardware random (if available).
> RSA and DSA can fail catastrophically when used with malfunctioning random number generators ... network survey of TLS and SSH servers and present evidence that vulnerable keys are surprisingly widespread ... we are able to obtain RSA private keys for 0.50% of TLS hosts and 0.03% of SSH hosts, because their public keys shared nontrivial common factors due to entropy problems, and DSA private keys for 1.03% of SSH hosts, because of insufficient signature randomness ... the vast majority appear to be headless or embedded devices ...