On OpenBSD, PF will reassemble fragmented packets by default.
Your question still stands, is this sufficient to prevent this attack? Perhaps someone who has a greater understanding of PF and of this exploit can respond.
PF doesn't implement any ALGs by default. To my knowledge, it doesn't even have any ALG capability. So, this type of attack would not work through a NAT implemented by PF unless you have separately added an ALG via hooks (like ftpsesame).