You can try Lapis http://leafo.net/lapis/ its a new framework built on openresty.

If you're building an actual webapp I assume you wouldn't put anything more than a require and a call to the app's entry point in the config file. Putting nontrivial amounts of Lua in the config file is more of a way to stave off the evolution into terrible turing-complete languages that config files often make.

Yes. "Nginx programming" is not a joke for a last couple of years in HighLoad world. Before ngx_lua (OpenResty is nginx plus ngx_lua module basically) you had to do it in C.