tested on macos 11 and openbsd 6.9

prepare bootable usb drive with openbsd installer on macos

download and verify the installer:

$ cd /tmp
$ export URL=https://cdn.openbsd.org/pub/OpenBSD
$ curl -Os $URL/6.9/amd64/SHA256
$ curl -Os $URL/6.9/amd64/install69.img
$ shasum -c SHA256 --ignore-missing
install69.img: OK

plug in an empty usb flash drive and find its identifier:

$ sudo diskutil list
/dev/disk4 (external, physical):
   #:                    TYPE NAME   SIZE       IDENTIFIER
   0:  FDisk_partition_scheme        8.0 GB     disk4
                  (free space)       7.3 GB     -

replace /dev/diskX with the identifier of the drive.
all data on /dev/diskX will be erased!

$ sudo diskutil unmountDisk /dev/diskX
Unmount of all volumes on disk4 was successful
$ sudo dd if=install69.img of=/dev/diskX bs=1m
664+1 records in
664+1 records out
696745984 bytes transferred in 168.646802 secs (4131392 bytes/sec)

install openbsd