Having trouble migrating smokeping Caddyfile to Caddy 2

I think you’re actually looking for reverse_proxy with the fastcgi transport if you’re not using PHP.

reverse_proxy unix//var/run/fcgiwrap.socket {
	transport fastcgi {
		env SCRIPT_FILENAME /usr/share/smokeping/smokeping.cgi
	}
}

Also I’d recommend structuring your Caddyfile more like this:

0.0.0.0:8981 {
	handle /js/* {
		root * /usr/share/smokeping/www/js
	}
	handle /css/* {
		root * /usr/share/smokeping/www/css
	}
	handle /cache/* {
		root * /usr/share/smokeping
	}
	handle /smokeping/images/* {
		root * /usr/share/smokeping/www/images
	}
	handle {
		root * /usr/share/smokeping/www
		reverse_proxy unix//var/run/fcgiwrap.socket {
			transport fastcgi {
				env SCRIPT_FILENAME /usr/share/smokeping/smokeping.cgi
			}
		}
	}

	file_server
}