Hi Newline,
I'm not sure if I understand you, but to start something like the Mosquitto MQTT Broker at Linux boot time, you create an Init script, which the Linux boot process will run for you. Have a look at Init Scripts [Old OpenWrt Wiki]
Francesco, I have to say, my work to date has always been to use a Linux Web Service , (On BeagleBone) communicating with a MQTT Broker, which in turn communicates MQTT the the ardiono sensors. I talk JSON to the Web Service, and a private, more compressed protocol to the Arduino.
I just recently talked myself into going MQTT end-to-end. I think I just want to try this, and get something going - I've been playing around with various refinements of this project (iPhone to control and monitor domestic water tank) for two years, and I still haven't actually put somethign live 
My problem right now is that I am just not comfortable with the bridge right now, and I am having a hard time getting the sequence and timing of all the various components (Arduino Code, Python Bridge and Mosquitto Broker) right. Still, great fun!
Cheers,
Con