Fortunately, it was never hard.

  Before (5.3.x):
  tar xjvf php-5.3.2.tar.bz2
  cd php-5.3.2
  svn co http://svn.php.net/repository/php/php-src/trunk/sapi/fpm sapi/fpm
  ./buildconf --force
  ./configure --enable-fpm ...
  make
  sudo checkinstall -D make install

  After (5.3.x):
  tar xjvf php-5.3.3.tar.bz2
  cd php-5.3.3
  ./configure --enable-fpm ...
  make
  sudo checkinstall -D make install

  Before (< 5.3.x):
  tar xjvf php-5.2.13.tar.bz2
  wget php-fpm.org/downloads/php-5.2.13-fpm-0.5.14.diff.gz
  gzip -cd php-5.2.13-fpm-0.5.14.diff.gz | patch -d php-5.2.13 -p1
  cd php-5.2.13
  ./configure --enable-fastcgi --enable-fpm ...
  make
  sudo checkinstall -D make install

  After (< 5.3.x):
  PHP 5.2.x is no longer supported. Stop using it.

nginx's configuration is the same for all.

Eh, the main difference to me is that now it is part of the official source, it will likely be included in package manager builds on major Linux distros, instead of having to compile from source at all.