This was probably the slowest thing I have ever run on Linux (Raspbian on a Rasp-pi to be exact) and to be fair, it does say, "This is going to take a long time".
I think it took something 20 minutes and then.....
Can't open dhparams.pem for writing, Permission denied!
Remember Luke, it can't write it into /etc/nginx unless you use sudo!
Security is so slow, wouldn't it be nice to buy ready-made ones from the internet ;-)