So I quickly wrote a very simple C# library. It works and that is good enough for me. It does not implement the entire OFX specification and it does not allow writing these files. Read only. It’s available from my GitHub repository. If you want to make changes or suggestions, feel free to do so and commit them back.
Library can be found here: GitHub Repository - christogreeff/ofx
I will try to add simple libraries to my GitHub repository from time to time. It is high time I add some code there.