You may be able to do this using Luci or the command line interface, but for the most part it’s not officially supported.
The MT76xx chipsets would be good, except they are currently affected by a kernel bug which limits their txpower severely. I checked a couple weeks ago and the fix has not yet made it into OpenWRT: GL-AR300M Shadow 5GHz dongle?
Chipsets on this list may work, but be sure to search first and see if they actually work in practice. Just because something works on desktop Linux does not mean that the driver in OpenWRT is the same, or up to parity with what’s being used in a desktop Linux distro.