For those interested in a lua example, from this article [1], I found & cherry-picked bits from here [2]. The key ingredients (to aid searching) are init_worker_by_lua_block & balancer_by_lua_block.

[1] https://medium.com/@sigil66/dynamic-nginx-upstreams-from-con...

[2] https://github.com/sigil66/nginx-consul-cookbook