Do you have a source of entropy that you'd like to use? If not, you may even be able to sample the private key on the GPU.
Why not to use any build-in RNG? Or you may generate them on CPU (using your favorite method), copy to GPU and then generate addresses.
Maybe look at that project: https://github.com/bstatcomp/RandomCL (https://link.springer.com/article/10.1007/s11227-019-02756-2)
I was actually looking at going for an RNG implementation, but I did not know whether to create the whole key or just part of the key on the GPU but it appears the whole key is better.
I got curious and did quick google search. I found presentation file which state there are 5 OpenCL RNG library/implementation (Random123, MTGP, OpenCLRNG, RANLUXCL, MWC64X). But i don't know whether it directly collect entropy from GPU or not.
[1] https://dotneststatic.com/media/gpuday/GPUDay2019/talks/thursday/7_IstvanKiss.pdf, page 20
Thanks for looking, I will check them out also.