Hello Temitope
I’m not sure I fully understand your questions or the specific topology of your network, however I will do my best to respond. 
If you have a single subnet to which all OSPF routers are connected, then it is via that subnet that the routers will create their OSPF neighbor peerings. In order for those to take place, you must have that subnet advertised using OSPF so that the specific interfaces will begin to exchange OSPF messages. Now if you have other subnets that you want to advertise using OSPF, you simply add your network statements as needed. There’s no real choice here. You simply advertise the networks you want using the network statement. This can be done either as a single all-encompassing statement, where you issue a supernet network that covers all your interfaces, or you can use individual network statements to specify explicitly the networks you want to advertise.
This is definitely a solution that will give you what you need as far as taking advantage of the 10Gbps connection speeds, but you are losing the security obtained from routing that traffic through your firewalls. If that is not an issue for you since that’s inter-site communication, then OK. Another consideration is also the amount of traffic you expect between sites. Would it be more beneficial to create separate areas for each of your sites to reduce OSPF database sizes? This will depend upon the size of your network and the number of hosts and destinations within each location.
In general, this solution you propose does resolve your issue. However, you must examine the ultimate requirements of the network itself. Are they fulfilled? This is not always an easy question to answer, but it is a vital one.
I hope this has been helpful!
Laz