Most of the time, upgrading from one minor version to the next is painless. If you installed OpenBSD 5.0, you are expected to keep updating all the way to 5.9. (For some reason, OpenBSD always makes exactly 9 minor versions for each major version.)
Most Linux distros don't even make any fuss about minor versions, using them only as an opportunity to build fresh installation images. New minor versions are security patches for the major version and all previous minor versions.
Most Linux distros don't even make any fuss about minor versions, using them only as an opportunity to build fresh installation images. New minor versions are security patches for the major version and all previous minor versions.