I _think_ I checked it but didn't find any way to run cgi apps, only fastcgi (maybe I should check again, I'm not 100% sure about that).

Although, now that I understand fastcgi better, I guess fcgiwrap could be adapted for lighttpd, if it doesn't work for it as is (my package manager's description mentions explicitly it's for nginx).

Thanks for the advice, I'll dig that.