1. Can I use Zeroshell for a scenario like this?
Yes, you can.
2. Are they any major advantages of using Zeroshell over my current setup (Debian + Webmin + Shorewall + OpenVPN 2.1_RC7)?
I think there aren’t. The results are the same.
3. Are any of you using Linksys/Buffalo routers with third party firmware + OpenVPN client (dd-wrt/Openwrt/Tomato) to connect to ZeroShell?
No, but I have already ordered a Lynksys WRT54GL to try to install openvpn and test it to act as client of Zeroshell. I’d like to obtain the same results I have described at http://www.zeroshell.net/eng/wireless-access-point/#wifi-vpn but replacing Zeroshell with OpenWRT or DD-WRT for the external wifi access point.