How to rewrite rules for WP-security in Nginx?

Please try this:

1) Save the rewrite rules to the file: /absolute/path/to/wp_security.conf.

2) Then include it in your NginX configuration file, with the line:

           include /absolute/path/to/wp_security.conf;

and place it in the server context:

server {
           #... cut ...       

           ##
           # include the Better WP Security configuration file
           ##
           include /absolute/path/to/wp_security.conf;

           location / {
                        try_files  $uri $uri/ /index.php?$args;
           }

           #... cut ...           
}

3) Remember to reload NginX:

nginx -t && service nginx reload

4) One of the things you can easily test is this part:

location ~ readme.html { deny all; }

When this rule is activated it should deny access to the readme.html file when you try to view it in a browser:

403