Add :nginx_site_name as configuration option and set it to be :application by default.  I can't use the application name - The nginx config file in sites-available is the fully qualified domain name instead of the the application name.
This allows for multiple virtual web servers to be hosted by one nginx server, so you can have qa.example.com, demo.example.com, www.example.com, staging.example.com all hosted on one VPS.
I store all template files in config/deploy/templates so they don't clutter up the config/deploy folder.