Add proxy_temp config
Without this set, my nginx tries to use /usr/local/nginx:
00:06:23 nginx.1 | 2015/09/11 00:06:23 [crit] 18247#0: *68 open() "/usr/local/var/run/nginx/proxy_temp/4/00/0000000004" failed (13: Permission denied) while reading upstream, client: 127.0.0.1, server: localhost, request: "GET /assets/application.css HTTP/1.1", upstream: "http://unix:/Users/stanhu/gitlab-development-kit/gitlab/tmp/sockets/gitlab.socket:/assets/application.css", host: "localhost:3000", referrer: "http://localhost:3000/dashboard"