There is also a trap, which is that setting this in /etc/sysctl.conf or /etc/sysctl.d doesn't work, because the module isn't always yet loaded when those are set.
One fix is to load nf_conntrack at boot by adding it to the module load list
On a related note, the sosreport tool which collects outputs of a zillion different commands for diagnostics purposes, goes to great lengths and CI tests that no kernel modules are loaded by any of the plugins, for basically this same reason.