if I could. The idea is you have to SSH to a port on some IP. You don't have to run commands, just connect. So long as your SSH connection is open OpenBSD will allow traffic from your IP through to certain IPs/ports.
This means your will have to loosen the host settings in mysql (mentioned above). Instead you will have to trust the OpenBSD firewall instead of the mysql host settings.
If AuthPF is out of the question then I would setup phpmyadmin (mentioned above) because is is pre-built. I would set it up on a HTTPS site. You can setup a self-signed SSL certificate since you are not expecting random people on the internet to trust the certificate.