I know it was supported for merlin, which allows for OpenVPN connections and it looks like it might also work with ddwrt.
But again, I wouldn’t hope for much of an improvement just from switching out routers. Maybe try some different VPN servers or a different service? The performance hit is what ultimately led me to give up and use SmartDNS, but I do have a separate Asus router with Merlin still configured for VPN when I need to for banking or such.