Unfortunately, it seems there's no secure way to fetch the key. The nginx team recommends one checks the "web-of-trust" to check if the key is signed by others.
Stick it on a keyserver, and then ask gpg to fetch it from that keyserver with the full fingerprint. Assuming that your instructions that include the fingerprint are secure (which they have to be, else the instructions could root your box anyway), then that should be reasonable.
This does assume that gpg verifies that the key retrieved matches the ID requested, which I assume it does. Otherwise that'd be quite a serious bug.
I covered that when I talked of the security of the instructions. The real question is how to ensure you're getting the right instructions, since they could direct you to download a different source entirely.
If you have ensured that you're getting the right instructions, and those instructions supply the right fingerprint, then you can be sure that you have the right fingerprint.