In order to let `openvpn` to alter the system DNS settings, therefore eliminating the leak, add the following lines at the end of the your `*.ovpn` configuration file:

    script-security 2
    up /etc/openvpn/update-resolv-conf
    down /etc/openvpn/update-resolv-conf

Most likely that solution will help, depending on the OpenVPN server settings.

If you're curious of the meaning of the statements above, those do the following:

 1. `script-security 2` - this directive offers policy-level control over OpenVPN's usage of external programs and scripts. Script security level 2 allows calling of built-in executables and user-defined scripts.

 2. `up` and `down` directive specifies the command to run after successful [TUN/TAP][1] device open and close, in this case, which are `/etc/openvpn/update-resolv-conf` and `/etc/openvpn/update-resolv-conf` correspondingly. These scripts align the [resolv.conf][2] with the DNS address supplied by OpenVPN server, returning it to its original state when the connection is closed.   

  [1]: https://en.wikipedia.org/wiki/TUN/TAP
  [2]: https://en.wikipedia.org/wiki/Resolv.conf