This is how mine is set up with UFW Network-Manager and OpenVPN:
$ sudo ufw status verbose
Status: active
Logging: on (medium)
Default: deny (incoming), deny (outgoing), disabled (routed)
New profiles: skip
To Action From
-- ------ ----
Anywhere ALLOW OUT Anywhere on tun0
1194 ALLOW OUT Anywhere
1194 (v6) ALLOW OUT Anywhere (v6)
following: