Not sure on how you would be accepted with OC.
But, as far as Missouri goes, very easy to get CCW.
You have to take the 8 hour class (check on Missouri Concealed Carry Gun Permit and Firearms Information Website for list of places and instructors).
Did mine on a Saturday. Simple, easy. $135 and it included ammo, range time and qualification shoot.
Go to local county sheriff office to apply after you have your training certificate. Missouri is a 'must issue' state so as long as you don't have anything lurking in your background you are good to go.
They will take your money, most are $100, fingerprint you and off you go.
They MUST issue within 45 days. Mine, in St. Charles county took only two weeks).
Once you go to pick up your permit from the sheriff office, you have 7 days, and only 7 days to go to license office. You can get your CCW on either your drivers license or state ID. Most do the state ID as MO CCW is only good for 3 years and DL is good for 6. Plus ID is only $11 and DL is $20. Your training certificate is good for life, you can get it this weekend and not apply for years and it will still be good (unless they change the laws). The only time line is 7 days from the time you pick it up to getting your ID.