While we are on the discussion of booting can you give a brief explanation as to how the zaurus goes about using Linux to boot bsd?
No, not without rewriting the boot loader.
The hardware probe only checks CF based drives at the moment.
If may be feasible to cat the kernel straight to /proc/zboot instead of using zboot to find the kernel on the root file system... the kernel then may latch on to the root file system on the USB disk and boot.
Getting OpenBSD onto the USB drive may also be challenging... I think I tried doing a minimal install onto a thumb drive once and it wouldn't go using the standard bsd.rd/installer.
I can understand you wanting to try this if you only have a 1000 but it sounds like you will need to shutdown when you have finished.... one of the nicest things that I find about OpenBSD is stability and long uptimes due to no need to reboot (if I'm I'm not tinkering with the Kernel or updating I never reboot - but have only stretched it to about 1 month before I wanted to do one of those things

) it's a real shame to miss out on that.
For the interested take a look at the source tree /sys/arch/zaurus/stand - one point of interest is that zbsdmod.o and zboot even though they are Linux kernel modules and programs are actually built on OpenBSD not on Linux.
-Andy