I finally added OpenDNS servers to my Apple AirPort Express. (My previous router died while under warranty, and waiting for a replacement would take too long, so I bought an AirPort Express at the Apple Store in Pasadena.)
While their “Configuration for AirPort v7.6.1” instructions are almost spot on, a couple screenshots didn’t reflect what I was seeing in AirPort Utility 6.1.
I couldn’t find anything with an updated screenshot, so I sent one to OpenDNS support. Until they update it, it should look like this: