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I just use lighttpd
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I used it for a long time but the configuration of nginx just allows for more stuff.

I have my own configuration template for nginx: https://git.levitati.ng/Levitating/nginx.conf

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But the real question is, does Caddy support it?

The answer is: it does but via community plugins.

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fastcgi wrap.
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Exactly what I used and wonder why the OP didn't. I'll comment at the top.
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Ease of configuration, I think? I don't remember my gripes with fcgiwrap exactly.

I have used it and I've even made PR for it which led to a response from the lighttpd maintainer: https://github.com/gnosek/fcgiwrap/pull/62

Essentially I wanted fgciwrap to be able to accept arbitrary response bodies without headers, so I could use it with programs that weren't actually made for cgi. Lighttpd supports this but apparently that's an happy accident.

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