Lighttpd

Please don't file bugs to ask questions. Yes, you're doing it wrong and inefficiently. You're not sending an NPH response and so you should be sending a CGI response, following the CGI/1.1 gateway protocol, and not an HTTP response (CGI gateway protocol is slightly different from an HTTP proxy).

some of my CGI scripts send data using chunked encoding

Your CGI script should not send Transfer-Encoding: chunked. Just send the response without encoding and let lighttpd choose whether or not to send Transfer-Encoding: chunked back to the client. By default, lighttpd 1.4.40 and later will collect the response before sending to client, and therefore will be able to set Content-Length, unless you set server.stream-response-body. In general, your CGI will respond faster than the remote client can receive the file over the network, so lighttpd might as well fully buffer the response so that your CGI script can exit and free up resources as soon as possible.

See also Docs_ModCGI. If you are merely returning files from disk, it sounds like you should be using cgi.x-sendfile = "enable" and having lighttpd send the file directly from disk (e.g. your script returns response header "X-Sendfile: /path/to/base/Packages.gz") rather than your CGI script reading and copying the file contents through a pipe to lighttpd to then send.