With the instructions below you should be able to set it up:
Enable ssh access on your OpenWRT router
From your check_mk server copy /opt/omd/versions/default/share/check_mk/agents/check_mk_agent.openwrt to your OpenWRT router. Place it in /usr/bin.
Make it executable: chmod +x /usr/bin/check_mk_agent
Add the ssh public key from your check_mk site user to your OpenWRT router
From your check_mk server, check if it works: ssh root@openwrt /usr/bin/check_mk
Assuming you got the right output there, in check_mk create a rule for your OpenWRT router to use an individual program call instead of agent access. Command line to execute is “ssh root@$HOSTNAME$ /usr/bin/check_mk_agent” and make sure you set it to use “Explicit hosts” and fill in your OpenWRT router there.