Learning how to use nftables and move from iptables to nftables

Recently I've decided to configure firewall (from scratch) on my new Raspberry Pi 4B running Raspberry Pi OS (previously called Raspbian, Debian Buster based, 64-bit beta in my case). On Debian based systems I used to use netfilter-persistent (along with iptables-persistent), so I went the same way this time.

After first config save I saw complaints about iptables-legacy, so I started digging why it's mixing new nftable configuration (wrapped in iptables syntax) with legacy iptables configuration.

https://wiki.debian.org/nftables
https://wiki.nftables.org/wiki-nftables/index.php/Moving_from_iptables_to_nftables
https://wiki.nftables.org/wiki-nftables/index.php/Main_Page