This is uncharted regulatory territory. Use common sense and your PIC authority to do what you think best. There can't be a rule for everything. What action would you take after climbing to either the MSA or OROCA?
As it happens, I was once in that situation: I was on top of a cloud layer after taking off from Boeing Field's runway 31 when I lost comms...I climbed to the initial approach altitude for the runway 13R ILS, did a procedure turn, and shot the ILS back into Boeing. I knew the Puget Sound airspace like the back of my hand, so climbing to the MSA would have made no sense. The "off-route obstruction clearance altitude" is pretty useless in that situation. I didn't get so much as a "call the tower" request...but called them on the phone after landing to explain what had happened.
Late edit: I could transmit but not receive, so I broadcast my intentions on the approach control frequency.
Bob Gardner