Because of the way the routing protocol options are added in VyOS (in the interface hierarchy) options to enable OSPF have not been converted over to the Wireguard library. That makes it impossible to add the Wireguard interface to OSPF and set the relevant options for it.
Wireguard (using allowed-ips 0.0.0.0/0) is fully capable of routing ospf and with manual config its possible to get it up and running:
eg: sudo vtysh -c "configure terminal" -c "interface wg1" -c "ip ospf cost 200"
I Would request a simple implementation of the mostly used options for at least ospf to be ported over somehow.
This could be a start of moving ospf config out of the interface subtree and into (where is "belongs") in the protocols/ospf subtree