You should be able to generate a key and CSR using the following. Please keep in mind that you need to fill out the pieces of the configuration file so that it creates it appropriately for your purpose. The configuration file, for this example, should be named wildcard.example.com.cnf.
[ req ]
default_bits = 2048
distinguished_name = req_distinguished_name
req_extensions = req_ext
[ req_distinguished_name ]
countryName = Country Name (2 letter code)
stateOrProvinceName = State or Province Name (full name)
localityName = Locality Name (eg, city)
organizationName = Organization Name (eg, company)
commonName = *.example.com
[ req_ext ]
subjectAltName = @alt_names
[alt_names]
DNS.1 = *.example.com
DNS.2 = (additional_FQDN)
DNS.3 = (additional_FQDN)
DNS.4 = (additional_FQDN)
openssl req -new -config wildcard.example.com.cnf -keyout wildcard.example.com.key -out wildcard.example.com.csr
When you run the above command from the F5 cli it should prompt you to setup a new passphrase, which you should configure, this will be used to encrypt the key and keep it secure. You can take the .csr file and give that to your CA who can then provide you an SSL certificate to match your key.