Simple example based off of @Tuan Zaidi's example above which seemed the easiest. Didn't know you can do the filter on the outside of OPENQUERY... so much easier!
However in my case I needed to stuff it in a variable so I created an additional Sub Query Level to return a single value.
SET @SFID = (SELECT T.Id FROM (SELECT Id, Contact_ID_SQL__c FROM OPENQUERY([TR-SF-PROD], 'SELECT Id, Contact_ID_SQL__c FROM Contact') WHERE Contact_ID_SQL__c = @ContactID) T)