OpenVPN has offered such an option for a long time: https://community.openvpn.net/openvpn/wiki/Hardening#Useof--...
This wraps just the TLS control channel, which has low traffic and thus results in a small overhead. The data channel is separated from TLS in OpenVPN, which is why TLS-auth does not add overhead to the actual network packet encapsulation. TLS-auth is a neat feature and everybody should use it.