I had problems with getting an old amd64 system boot from USB using miniroot58.fs as biosboot(8) aborted with ERR M. My only remaining option was to get PXE working.

As my current wifi access point and router is running OpenWRT the easiest option was to temporarily configure it to serve OpenBSD installs.

First we need to download the pxeboot and bsd.rd programs. My device had enough space in the /tmp tmpfs mount:

mkdir /tmp/tftp
cd /tmp/tftp
wget ftp://ftp.eu.openbsd.org/pub/OpenBSD/5.8/amd64/pxeboot
wget ftp://ftp.eu.openbsd.org/pub/OpenBSD/5.8/amd64/bsd.rd

Then we'll have to edit the dhcp configuration in /etc/config/dhcp:

config dnsmasq
    option enable_tftp '1'
    option tftp_root '/tmp/tftp'
    [existing values...]

config boot openbsd
    option filename 'pxeboot'
    option serveraddress '192.168.1.1'
    option servername 'OpenWRT PXE'

A restart of dnsmasq and we should be ready:

/etc/init.d/dnsmasq restart

I then booted the system with PXE and used bsd.rd at the boot> prompt.

Note that you must disable the tftp_root setting when done as /tmp is volatile. When the OpenWRT system reboots /tmp/tftp will be gone and dnsmasq will fail to start which leads to no DHCP nor DNS for your network.