I also have ordered a OSMO action and await delivery.
Have looked at numerous videos and the PGYTECH cage appears to be perhaps the best option. It is said to be sturdy and protective and the only exposed parts are the lens cover and the charging point cover which of course is recessed in the cage but could of course be scratched if it fell on a sharp object. However the main point of the cage is not so much protection but attachment of additional devices which I and most will need.
I will probably order one and some other PGYTECH bits.
SmallRig Cage for DJI Osmo Action (Compatible with Microphone Adapter) CVD2475 is designed to provide protection and mounting solutions for DJI Osmo Action. The cage secures on the camera via two thumbscrews and features hex spanner holes to re-tighten.