Dynamic include Nginx config snippets for vhosts

I try to configure vhosts with and without additional per-vhost config with nginx. I think of something like this:

server {
    listen 81; 
    server_name ~^(www\.)?(?<sname>.+?)$;
    root /var/www/$sname;
    include /etc/nginx/sites/$sname;
    access_log /var/log/nginx/$sname/access.log;
    error_log /var/log/nginx/$sname/error.log;
}

Then i could just touch /etc/nginx/mysite.example.com to add a new site with static html, while i can edit the file for the vhost to add for example a reverse proxy directive or some rewrite rules.

The problem is, nginx seems to include the config when starting. And it would be more clean to have something like

for $config in /etc/nginx/sites:
    {
        server_name $config
        root /var/www/$config
        include $config
        [...]
    }

which should run at the start and not on the first request to the vhost.