Thank you for the reply!
When I wasn't adding lighttpd-module-fastcgi, it definitely was not including it in the build.
I have the lighttpd.conf file set up use mod_fastcgi, and without lighttpd-module-fastcgi in my local.conf file, lighttpd would fail to start on the embedded build, complaining that it could not find the fastcgi module. In fact, the same thing happens with php-cgi. I can't find anyplace in any of the layers that I'm using that actually references php-cgi as a package or option, but unless I add it to local.conf using EXTRA_CORE_IMAGES_INSTALL, it doesn't get included in the build.