should be warned, there is a small error that stops the sample application working with -sudo. The chroot jail does not include / proc, in which pgm has to be there to check the possibilities, and since libzmq was compiled with --enable-pgm, even if you did not plan to use pgm, you will fall into the trap (just check dmesg).
, , mongrel2, :
$mkdir -p proc && & sudo mount --bind/proc proc
, pgm /proc, .
( https://github.com/zedshaw/mongrel2/issues/78)