That may solve all my issues, great!
I took a shot at it and it looks like nmcli limits to "some" of the of the values as otherwise I get an error message:
$ nmcli connection modify MYVPN vpn.enable_csd_trojan true vpn.csd_wrapper ~/csd/csd.sh
Erreur : propriété « enable_csd_trojan » non valide : « enable_csd_trojan » ne fait pas partie de [service-type, user-name, persistent, data, secrets, timeout].
Further looking into it (using nmcli connection edit MYVPN, print vpn) I found that vpn.data can be tailored somewhat "at will" so I was able to get the following into it (presuming I'm at the right spot?):
$ nmcli connection modify MYVPN vpn.data "key = ~/key/key.pfx, cert = ~/key/cert.pfx, username = myusername, remote = remoteserver, enable_csd_trojan = 1, csd_wrapper = ~/csd/csd.sh"