Hi DJMCVMW.
Sorry for delay, I was unexpectedly asked to leave my hotel last night as they closed due to the UK Covid19 response and had a 5 hour drive home. 
I have uploaded a short document to https://communities.vmware.com/docs/DOC-41405 with the steps I use in OpenSSL to create the CSR, sign the CSR and then to create a pkcs12 (.p12) file for import into either a SRM or VRM appliance.
Let me know if you have any questions. I hope it helps.
Martin