What do you use as interface to OpenRouter? I, too, am looking into using an API to see if I can reduce costs (I use OpenAI + Github Copilot, currently). TensorX instead of OpenRouter (because it's in Europe, and EURouter wanted 15% more money from me :P), but I'm not sure if I want to change a configuration in vscode every time I want to switch the model in the Claude extension (and having an API key in my settings feels iffy too >_>)
I have OpenWebui hosted on my homelab, but you can also just have it live on your machine in a docker container. I honestly just embrace the iffy feeling. Openrouter has very good telemetry (which is partly why I went with them) and it'd be pretty easy to notice when someone other than myself uses my keys. For the little agentic coding I do I like to use OpenCode, and if I need to ask a question in my editor I use CodeCompanion (neovim AI chat plugin). I quickly went to check what OpenCode does with the API key, and it doesn't seem to store it in the user config, so that's at least something. But yeah, really recommend OpenWebui as a ChatGPT replacement (though there are a lot more alternatives out there, I just already knew owui from when I was playing around with local models)
