I think you should go with the SLR lenses to start. You will be able to observe the difference between lenses in the viewfinder, especially the degree to which the wider lenses affect apparent perspective distortion, and see differences in DoF fairly well. I use my wides at close distances frequently, and SLR viewing is invaluable for framing, especially with my 17mm.
I suggest you first try a 24 or 28mm on your SLR's and see how you like it.
A 28 is enough wider than 35mm to make a difference, but not so wide as to be limiting. You can get a substantial "wide angle look", depending on technique, without being limited by it. And the f/2.8 or f/3.5 ones are so cheap, especially the f/3.5 at 50 bucks or less, that even if you decide to go with something wider, you can keep it with very little out of pocket (and it's so small you could carry it on you and have very little in pocket, too.)
You could try a 24mm instead if you want to be really noticeably wider than the 35 and nudge a little more toward the superwide end of things, but if it seems difficult to get what you want from it pick up a cheap 28 to go with it while you figure it out. I consider the difference between 24 and 28 a matter of personal preference-they both sort of occupy the same niche.
35mm to 21mm is a big jump. I love superwides, but I wouldn't want to have just a 21 and a 35 without also having a 24 or 28. A 21 can give great new possibilities, but is sometimes just too much.
Also consider that after using a 28 or 24 you could find that you want to try the 18 instead of a 21.
Once you have had some time with a focal length, you will know if you need something else instead of or in addition to it. I have always used 28mm as my favorite wide angle and wouldn't be without it, but after I acquired a 24-35 f/3.5 Pentax zoom for my Pentaxes, I discovered that I use 35mm more than I thought I would and sometimes 24mm is just right. So all along a 28mm was the right single wide-angle focal length for me to have, as I use it the most and then can make it work for most situations where a 24 or 35 would be ideal.
After you have wrung out the lenses on the OM's and understand the focal lengths well, you will know if you want to get similar lenses for your RF's and won't have dropped a lot of cash up front.