It might be but I don't have that problem with my moderately busy vBulletin board and 31% of my visitors (including myself) use Firefox. The difference is that I use php-fcgi not Apache. Looking at Google search the problem appears with other apps but the common denominator in most cases seems to be when nginx is being used as a reverse proxy and only with Firefox. The problem is more likely with Firefox than with vBulletin. As for number of cookies, my browser has 11 from my vBulletin installation. The average user has one fewer since they don't have an admin control panel cookie. In contrast, I have 28 cookies from CNN.com (which uses nginx to serve some of the content that I browse), 30 from VerizonWireless (my cell phone company), and 16 from American Express, so 11 (or 10 as a typical user might have) does not seem "enormous".

Consider a brief test proxying your php requests to php-cgi (I use php-fpm but you can use spawn-fcgi from lighttpd and you probably won't need to recompile php for this test). There are lots of "recipes" online for doing so. If the problem resolves then you can make a more informed decision. It appears that the problem has existed in at least some versions of nginx 0.7.x - see http://www.linuxquestions.org/questions/project.php?issueid=30 so a recompile may not help. I don't know if it's been rectified at that site but I have visited it without issue. They are still using nginx but how it is configured I do not know. If you decide to do this, also consider running some benchmarks using a simple php script: Apache alone, nginx as reverse proxy to Apache, nginx using fastcgi.

Good luck!

Jim