Compiling nginx from scratch to include ngx_lua is a bummer because of all the added questions that need to be answered (packaging, repositories, automation, etc).
It becomes 98% of the time spent enabling this awesome feature (at least on CentOS and Fedora, from what I can tell there aren't RPM packages for ngx_lua).
That has been one of my major driving forces behind creating Dockerfiles/docker-compose my personal/work projects to stand up quick environments. Docker support on CentOS 5 doesn't exist but I only have a few servers left from that era luckily.
It becomes 98% of the time spent enabling this awesome feature (at least on CentOS and Fedora, from what I can tell there aren't RPM packages for ngx_lua).