There's two parts to this answer, since an OpenVPN connection consists of two parts. Part 1 is the control channel, this is a TLS connection over which OpenVPN sends control messages and keys for the second part; the data channel. The data channel is where the actual network packets are transferred over.
For the TLS control channel, support for GCM is available from OpenVPN 2.3.4+. By default, OpenVPN 2.3 will negotiate TLS 1.0, which has no support for GCM, but setting
tls-version-min 1.0 in your config file (or supplying
--tls-version-min 1.0 on the command line) will enable TLS version negotiation. That will give you TLS 1.2, which supports GCM mode.
For the data channel no support for GCM is available yet. Implementation is ongoing, and GCM will be available in OpenVPN 2.4+.
And if you want to use a newer OpenVPN under Wheezy, take a look at the repos from openvpn.net: