Sorry for the necro, I'd like to know how things are going along for OpenXR support as well, as it seems we're close to having an OpenXR build of Dolphin, which I would really enjoy testing out and playing with.
AFAIK nothing changed this the last stime this topic was necro-ed by myself.
Oculus ships a semi-hidden OpenXR runtime where everything seems to work beside the validation layers. You will need to provide a JSON manifest and set an enthronement variable to it so the khronos OpenXR loader can find the Oculus DLL.