FYI- There are a couple different ways that they can show up UNDEF:
If something probes the server port without actually speaking the OpenVPN protocol or otherwise doesn't complete authentication
If you use User Auth only (no SSL/TLS) and do not have "Username as common name" enabled
The latter is normal/expected and OK. You probably want to enable that option in that case anyhow, it really only has benefit when using SSL/TLS+User Auth and each auth user can have multiple different certificates.
The former is a bit trickier since you kind of have to have OpenVPN open to the world to accept remote access VPN connections, but the good news is as long as you have a TLS key on the tunnel (Either TLS auth or TLS encryption+auth) it's a non-issue. It won't matter if anything probes the VPN port because without the TLS key the packets will be rejected without even performing a full TLS exchange.
Everyone should have a TLS key on their OpenVPN servers anyhow not only for the authentication protection, but also because it is an extra authentication factor ("something you have", similar to a cert) and it has also been proven effective at protecting the server against OpenSSL exploits like Heartbleed in the past.