Can’t bind spawn-fcgi to address

Here is the content of my /etc/conf.d/php-cgi file (it's a modified copy of the original spawn-fcgi conf.d file) :

# The FCGI process can be made available through a filesystem socket or
# through a inet socket. One and only one of the two types must be choosen.
# Default is the inet socket.

# The filename specified by
# FCGI_SOCKET will be suffixed with a number for each child process, for
# example, fcgi.socket-1. 
# Leave empty to use an IP socket (default). See below. Enabling this, 
# disables the IP socket.
# 
FCGI_SOCKET=

# When using FCGI_PORT, connections will only be accepted from the following
# address. The default is 127.0.0.1. Use 0.0.0.0 to bind to all addresses.
#
FCGI_ADDRESS=127.0.0.1

# The port specified by FCGI_PORT is the port used
# by the first child process. If this is set to 1234 then subsequent child
# processes will use 1235, 1236, etc.
#
FCGI_PORT=2000

# The path to your FastCGI application. These sometimes carry the .fcgi
# extension but not always. For PHP, you should usually point this to
# /usr/bin/php-cgi.
#
FCGI_PROGRAM=/usr/bin/php-cgi
#FCGI_PROGRAM=/usr/bin/spawn-fcgi

# The number of child processes to spawn. The default is 1.
#
FCGI_CHILDREN=1

# If you want to run your application inside a chroot then specify the
# directory here. Leave this blank otherwise.
#
FCGI_CHROOT=

# If you want to run your application from a specific directiory specify
# it here. Leave this blank otherwise.
#
FCGI_CHDIR=

# The user and group to run your application as. If you do not specify these,
# the application will be run as root:root.
#
FCGI_USER=nginx
FCGI_GROUP=nginx

# Additional options you might want to pass to spawn-fcgi
#
#FCGI_EXTRA_OPTIONS=

# If your application requires additional environment variables, you may
# specify them here. See PHP example below.
#
#ALLOWED_ENV="PATH"

# PHP ONLY :: These two options are specific to PHP. The first is the number
# of child processes to spawn. The second is the number of requests to be
# served by a single PHP process before it is restarted.
#
PHP_FCGI_CHILDREN=5
PHP_FCGI_MAX_REQUESTS=500
#
# For this to work you would set
ALLOWED_ENV="PATH PHP_FCGI_CHILDREN PHP_FCGI_MAX_REQUESTS"

Then to create the init.d file, just make a symlink to the original spawn-fcgi init.d file with the name of your conf.d file (php-cgi in my case) :

% sudo ln -s /etc/init.d/spawn-fcgi /etc/init.d/php-cgi

Then you can start it with :

% /etc/init.d/php-cgi start

and add it to the default boot level

% rc-update add php-cgi default

The only degree of freedom you have is by tweaking these two values :

PHP_FCGI_CHILDREN=5
PHP_FCGI_MAX_REQUESTS=500

More children can handle more requests at the same time, but it consumes more memory.
Depending on your hardware configuration, adapt these two settings.

The fact that you're calling them "FCGI scripts" implies that you intend for your executables to be short-lived; this isn't really what FCGI was designed for. One of the features of FCGI is that processes are designed to be long-running (compared to old-school CGI scripts which re-initialized each time they were called).

Instead of switching between three different executables connected via FCGI, could you use a single long-running executable via FCGI that has an internal function pointer to define the desired functionality on a call-by-call basis?

The other half of your question relates to how to manage the running FCGI application to allow it to be accessed via nginx. You'll need a process management application like supervisor to launch and monitor your FCGI application.