Several people reported problems with multi-worker streaming in FreeBSD. Auto-push connections used to fail at handshake stage. That's fixed in v0.8.7.
There's another issue with multi-worker streaming. If your nginx is configured to have cache-related workers they are considered as usual workers by auto-push engine. Push attempts to these workers obviously fail. That results in error messages and nothing more. If you have such configuration just ignore the error. Multi-worker streaming is fine in this case. In future I will implement more checks to escape the error message.