Well, if you do wind up flying into MSP, I suggest that you rent a car & drive US 52 down to Rochester. It's a pretty drive & a real easy 4 lane & you'll probably get to Rochester faster than if you flew into their airport in Stewartville from MSP. It'll take a short hour to drive it.
If you have some free time there are a lot of beautiful hills east & south of Rochester & it's nice driving but maybe a little twisty compared to what you're used to. The Mississippi River is about 1/2 hour east of Rochester & it would be a nice drive to make a loop out of Rochester on 52 to I90 east bound almost to La Crosse WI & then take Hwy 61 north a ways. There are a lot of roads through the hills that will get you back to Rochester.
I don't know how the MN CCW laws compare to OK. Sorry.