Well the OpenSSL docs say “DH_generate_parameters() may run for several hours before finding a suitable prime”, which sounds like a good reason not to do it every time your program is run.

Anyway, SSL_CTX_set_tmp_dh() should allow us to set DH parameters on a SSL context, PEM_read_DHparams() to read them from a PEM file, and OpenSSL's source tree has a couple of PEM files with "strong" DH parameters for various key sizes.