There are a number of issues with this.
1.Consumers don't get a static IP address, so when their IP changes, this will throw off OpenDNS.
2. If a tech savy person knew this was going on they could get around the auditing either with a VPN or by accessing a website via its IP address
3. Even if the router pushes opnedns to each of its client, an individual client may have hard coded DNS servers and ignore the suggestion from the router.
As far as I know, a router can not do what you want. That said, there are so many different routers with different software, there may be one that can. I haven't yet seen it however.