The Rem’o (HoRav Moshe Isserles ZTKLLH’H) Paskaned to wear Tefillin with a Berocho, and he was such a Choshuv Rabbi, that his Pesak is good enough for me to adhere to.
Hence, even on Hoshana Rabba I lay Tefillin with a Berocho.
BTW:- Whilst on this topic, on 1st weekday Chol haMoed Pesach I keep my Tefillin until after Shelishi of Kerias haToroh, so that I have 2 extra opportunities to kiss my Tefillin, as the commandment of Tefillin is being recited by the Ba’al Koreh.