I created a ticket with Plesk. Even though LE fixed their extension to re-add the directory...
/usr/local/psa/var/modules/letsencrypt/etc/live/mydomain.com/
Based on response from Plesk support, The directory above is NOT needed to enable OCSP with Plesk if you have certificates setup for your domain. I ensured LE certificates were installed using the LE Extension and added the following commands under nginx additional directives:
#Enable OCSP
ssl_stapling on;
ssl_stapling_verify on;
resolver 8.8.4.4 8.8.8.8 valid=300s;
resolver_timeout 10s;
I applied and then tested with ssllabs. It worked. You may need to run the test 2x.