From what I can see, and I’ve never dealt with openwrt, nginx is available as well as fastcgi and uwsgi plugins for it. IF that means you can build uwsgi with psgi, that’s what I would recommend over fastcgi. It will mean using either an app framework or naked psgi code (Plack). Nothing wrong with lighttpd, I just think nginx is better. uwsgi is a superior app engine in general. If you’re stuck with CGI or just want it for simplicity, this nginx version seems to support it, not all do.