There is no file extension, the filename should simply match the name from the Common Name (CN) in the certificate presented by the client.
Ie, if the CN is
foo, the filename is
See the CCD section in the manual:
Specify a directory dir for custom client config files. After a connecting client has been authenticated,
OpenVPN will look in this directory for a file having the same name as
the client's X509 common name. If a matching file exists, it will be
opened and parsed for client-specific configuration options. If no
matching file is found, OpenVPN will instead try to open and parse a
default file called "DEFAULT", which may be provided but is not
required. Note that the configuration files must be readable by the
OpenVPN process after it has dropped it's root privileges.
can specify a fixed IP address for a given client using
--ifconfig-push, as well as fixed subnets owned by the client using --iroute.
One of the useful properties of this option is that it allows client
configuration files to be conveniently created, edited, or removed
while the server is live, without needing to restart the server.
The following options are legal in a client-specific context: --push,
--push-reset, --push-remove, --iroute, --ifconfig-push, and --config.