I agree that this is a much better option. Also, if you use two OpenWrt devices, you can enable WDS mode to build a true layer 2 bridge. That is, you won't need Proxy ARP and DHCP relay. For example, DHCP and IPv6 will just work out of the box.
Edit: From what I can tell, support for WDS depends on the WiFi chipset. "iw list" must explicitly include "WDS" as a "supported interface mode". At least the Broadcom chipset on the Raspberry Pi Zero does not support this, but, for example, the Atheros chipsets used in a variety of routers do.
Edit: From what I can tell, support for WDS depends on the WiFi chipset. "iw list" must explicitly include "WDS" as a "supported interface mode". At least the Broadcom chipset on the Raspberry Pi Zero does not support this, but, for example, the Atheros chipsets used in a variety of routers do.