You can pass the --also-generate-pkcs8-key flag to cockroach cert to generate a key in PKCS#8 format, which is the standard key encoding format in Java. For example, if you have the user max:
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$ cockroach cert create-client max --certs-dir=certs --ca-key=my-safe-directory/ca.key --also-generate-pkcs8-keyThe generated PKCS8 key will be named client.max.key.pk8.