"where 'n' is the name in my router's configuration."
No, 'n' has to be the LABEL of your OpenDNS network.
And yes, if your router allows to specify a custom update URL and does support SSL/TLS (HTTPS), then you can use the Update Client in your router to update OpenDNS.
If your router still allows to specify a custom update URL, but does not support SSL/TLS, then you can still update via DNS-O-Matic (http://www.dnsomatic.com/):
"http://email:password@updates.dnsomatic.com/nic/update?hostname=destination" (without quotes)
where destination is either all.dnsomatic.com or your OpenDNS network label again. Or omit the hostname parameter at all.
As you don't mention the make and model of your router, we can't know if it could work for you. Btw, alternative router firmwares like Tomato or DD-WRT support at least one of these methods.
"Has anyone tried this method, and were the results successful?"
Yes, I do this with my ISP supplied router (manufacturer AVM). It allows to configure a "user defined" service with custom update URL, but does not support SSL/TLS, so I'm going through DNS-O-Matic.
The update URL I have to use is updates.dnsomatic.com/nic/update?myip=<ipaddr> (i.e. without protocol and hostname parameter, username and password in separate fields, and as hostname I use a DynDNS one, also defined as DNS-O-Matic service, to satisfy the control and check procedure of the router's update client).
