I though that linksys router supported open vpn with the factory installed firmware. I have not heard of any vpn client you can load on a router unless you mean you are loading a different version of dd-wrt. VPN is just something you configure on most routers, there are some automated configuration files but no actual software. This is why I run vpn on routers the vpn clients have messed my computers up so much I had to reinstall the OS to get some of the drivers out.
Parental controls should still function this is mostly a fancy front end to the firewall. The traffic should be examined before it gets to the vpn. Obviously if the traffic is examined after it gets into the vpn tunnel it is encrypted but why would it not look at the traffic when it entered the router. Maybe a different version of dd-wrt has the support.
Port forwarding will never work when you are using a vpn. All your traffic is being sent and received via the VPN providers data center. Your machine is sharing a IP address at the vpn center location...that is the whole reason you get vpn. Any port forwarding would need to be done on the VPN providers router. I have not seen a vpn provider that allows anything like this, normally you must use a hosting center where you get assigned a static IP and you run your own vpn service on a virtual server.
Now if you really work at it your can run some traffic via the vpn and other traffic directly out the internet. Port forwarding would work for that traffic because it bypasses the vpn and goes directly. How exactly you configure that depends a lot on the vpn client in the router and I have not looked at dd-wrt client implentations for a long time. I know you can pretty much do anything since it is all based on the unix IPTABLES command/file. That tends to be the hard way many clients have gui front ends for simple things like traffic that you want to bypass.
Note the IPTABLES is the same place parental control rules are placed. Still IPTABLES is not something simple. I think the guy that wrote it intentionally made it overly complex.