I don't have enough time to do more than start hacking on the OPML Editor - Wordpress connection, so here's just that: a very small plugin that adds a handler to Wordpress for the opmlCommunityServer.saveFile XML-RPC method and parses just enough of OPML to be able to extract blogroll links.
Rename the .php.txt file linked above to opmlcommunityserver.php and drop it in your wp-content/plugins directory, then activate the plugin, and go into your OPML Editor's dotOpmlData.root database and change the XML-RPC URL to point to your Wordpress blog's xmlrpc.php file instead of /RPC2 on the community server. Now when you save your blogroll.opml file, you should see your blogroll change on your WP blog.
Note that it will blow away any existing links on the WP blog, so please only install this on your testing blog. It's intended as a starting point so someone else can build what Dave's asking, not as something for "end users" to use!