First step is to generate the certificate and keys:
mkdir nginx-certs
cd nginx-certs
# Using the -nodes flag here so it does not ask for any password when exporting the key
openssl req -subj '/CN=ssl.test.local' -x509 -new -newkey rsa:4096 -keyout key.pem -out cert.pem -sha256 -days 365 -nodes -addext "keyUsage = digitalSignature,keyAgreement" -addext "extendedKeyUsage = serverAuth, clientAuth" -addext "subjectAltName = DNS:ssl.test.local, DNS:localhost, IP:127.0.0.1"
# The PCKS12 export will ask for a password. I will use 'test' again and will refer it in the final curl test command