I’ve written a very simple plugin I’m calling WP-MyOpenID-Delegate. It sets up a couple tags in your header to delegate OpenID authentication to MyOpenID. This basically does what WP-Yadis does, but it only does it for MyOpenID and it sets up the headers exactly as they describe.
Subversion access: http://svn.braincloud.net/wp-plugins/wp-myopenid-delegate/