We develop a Monte Carlo event generator for Higgs Boson pair production merged to exact one-jet matrix elements. The matrix elements are generated with OpenLoops and event generation is performed with the HERWIG++ general-purpose event generator. This allows us to simulate fully-exclusive hadronic final states with accurate description of the kinematics of the leading jet in conjunction with a parton shower. We use the implementation to examine in detail the systematic uncertainties which result from the merging procedure. We assess the magnitude of the impact of the merging on experimental searches of Standard Model di-Higgs production that aim to constrain the Higgs boson self-coupling. We find that the use of a merged sample can reduce theoretical systematic uncertainties in the efficiencies of cuts on certain observables. This constitutes the most accurate simulation of the process available to date. The Monte Carlo event generator developed for this project is available as an add-on to the HERWIG++ event generator at http://www.physik.uzh.ch/data/openloops/download/projects/hhmerge/.