The default /etc/nagios/nrpe.cfg file states that /var/run/nrpe.pid should be created when /etc/init.d/nrpe is started. But nrpe is run as nagios:nagios. I think /var/run/nrpe/nrpe.pid is a better place, with /var/run/nrpe owned by nagios:nagios. Reproducible: Always
Thanks for reporting! This is fixed in nagios-nrpe-2.12-r1 (for nagios-2) and nagios-nrpe-2.12-r102 (for nagios-3).