As a guess, it may have to do with the "utun" feature of OS X (since 10.6.8). OpenVPN 2.3.3, first included in Tunnelblick 3.4beta24, uses the built-into-OS-X "utun" device in preference to the third-party "tun".
The easiest way to test that is to switch your configurations to use OpenVPN 2.3.2, which does not use "utun". If the problem with Little Snitch disappears, that was it.
You can then continue to use OpenVPN 2.3.2, or you can modify your configuration to force OpenVPN to use "tun" instead of "utun". To do that, you can add a "dev-node tun0" option in your configuration file; OpenVPN will then only try to use "tun0". (At least, that's what it is supposed to do; I haven't tested it.)