Munin nginx_status fails on HTTPS

This must appear in one opportunity in 1000, but it happened to me, so I bet it might have just happened to you... Munin is great, Nginx is great, and SSL is great, but when you mix all of them together, you might get some frustrating behaviour. If you don't know it already, you can test the results of a Munin plugin on Debian-based systems with the command
sudo munin-run [plugin]
For example, if your nginx_status graph in the Munin web interface is empty, you can try
sudo munin-run nginx_status
The name of the plugin will auto-complete with the TAB key, with any plugin