In case it helps anyone, I found this thread quite interesting and decided to give it a try.
For the record, I’ve been interested in Ocaml but never installed it. I have a custom devcontainer image that comes with the latest LTS version of Ubuntu and many development tools installed, but it does not have Ocaml.
At 17:03 today, I created a new Devcontainer from that image, then followed the instructions from ocaml.org. To be more specific, I created a directory under my WSL terminal, which is running under Windows 10 professional, and copied my devcontainer files. Then I opened that WSL directory with Vs Code, which asked me if I wanted to open as a Devcontainer, to which I said yes. This is the most common way of creating a devcontainer, using vs code.
Once the devcontainer was ready, I used the terminal from vs code to follow the Ocaml docs, and everything just worked as documented. The only issue I had was with bwrap missing in my devcontainer, but the docs actually said I should init opam without a sandbox if I’m using a container, which is what I’m doing. If I follow the docs, bwrap is not required.
I installed the vs code extension, then started going through “your first program” from the docs. Vs code extension does require dune build to run in watch mode though, or else changes to modules won’t be recognised without a dune build followed by restarting the language server. That’s the only thing I think I had to figure out myself (and maybe it is in the docs, but I missed it). If I’d followed the docs’ advice, I’d have dune running in watch mode anyway from the beginning.
Despite the few blunders due to my lack of focus, it took me about 15 mins max to have a working env where I installed sexplib, and used it from main.ml etc. as the docs show.
Don’t get me wrong, this is not a “it works, no issues” post, but for someone who’s never installed Ocaml, 10 minutes is not too bad 
Admittedly, I am used to wrestling with whatever tools I need to get up to speed quickly and my devcontainer config is pretty robust after years of adding all the linux libs etc. My dev environment setup process is quite streamlined at this point.
My humble suggestion would be encouraging users to a devcontainer setup. Vs Code is very robust when it comes to its support, the technology is open source, cross platform and can integrate with all major host OSs pretty well (mount dirs from host etc).
Cheers