This tutorial was created mainly for Indonesian users, the government blocks some websites with DPI so simply changing the DNS doesn't work anymore. This is what I have:

Router: GL.iNet 6416
Firmware: OpenWrt 18.06.2
Modem: Huawei E3372 HiLink ( With IP: 192.168.8.1)
ISP: Tri Indonesia
PC: Manjaro Linux (This doesn't really matter what you have)

1. On your PC, download the appropriate wgcf binary release from Github https://github.com/ViRb3/wgcf if you are using Linux the linux-amd64 binary is your best bet. Make sure to replace binary-release with the actual file name of the downloaded file
2. Make the binary executable with: chmod +x binary-release
3. Run ./binary-release register
4. Accept terms and conditions
5. Now run ./binary-release generate
6. You'll get wgcf-profile.conf file, which you'll need to setup wireguard on your OpenWrt router. The file should look like this:

[Interface]
PrivateKey = XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
Address = 100.16.0.2/32
Address = fddd:5ca1:ab1e:8daf:209d:9414:d1e0:5d2c/128
DNS = 1.1.1.1
MTU = 1280
[Peer]
PublicKey = XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
AllowedIPs = 0.0.0.0/0
AllowedIPs = ::/0
Endpoint = engage.cloudflareclient.com:2408

7. Now on your OpenWrt router do: opkg update && opkg install wireguard wireguard-tools luci-proto-wireguard
8. Edit your /etc/config/network and append the following lines, make sure to match the private_keys etc with the wgcf-profile.conf file that you have:

config interface 'Cloudflare'
    option proto 'wireguard'
    option private_key 'XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX'
    list addresses '100.16.0.2/32'
    list addresses 'fddd:5ca1:ab1e:8129:b248:d4f:3f37:7fbe/128'
    option mtu '1280'
    option dns '1.1.1.1'

config wireguard_Cloudflare
    option public_key 'XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX'
    option endpoint_host 'engage.cloudflareclient.com'
    option endpoint_port '2408'
    list allowed_ips '0.0.0.0/0'
    list allowed_ips '::/0'
    option route_allowed_ips '1'

config route 'route_wireguard'
    option interface 'Cloudflare'
    option target '0.0.0.0/0'
    option gateway '192.168.8.1' # This is the HiLink IP on my modem
    option metric '1024'

config route 'route_bimatri' # This configuration is optional
    option interface 'HiLink' # Match this with the name of your hilink interface, mine is 'HiLink'
    option target '103.10.66.0/24' # This is the IP of bima.tri.co.id
    option option netmask '255.255.255.0'
    option gateway '192.168.8.1' # This is the HiLink IP on my modem
    option metric '1024'

9. Now do /etc/init.d/network restart
10. Login to Luci WebUI. Go to Network > Interfaces and connect your Cloudflare Interface, if you're connected successfully, your Cloudflare interface should look like this:

Your routing table should look like this:

Now you should be able to access blocked websites like reddit.

References:
https://www.reddit.com/r/openwrt/comments/kgk5r1/comment/ggfqvhe/?utm_source=share&utm_medium=web2x&context=3
https://openwrt.org/docs/guide-user/network/routing/routes_configuration