Note that you can now use the instructions at NativelyCompileUnslungPackages to natively compile GNU gawk directly from the Unslung CVS repository.
Build a native version of GNU gawk directly on your NSLU2 Box.
Installation of Unslung.
The instructions for making GNU gawk are included in README and INSTALL files included in the release. However, this set of instructions are specific for the NSLU2. In addition, the sed command in step 2 takes care of a problem with the configuration script's creation of the config.h file. (It would be best if this were corrected in the GNU source file...) All these instructions take place directly on your NSLU2. Don't skip the prerequisites!
1) Retrieve source code for GNU gawk, and then unzip and untar it. I did this from my NSLU2 box using the following command:
2) Create the gawk executable, and put it somewhere in your path.
That's it! GNU gawk for the NSLU2!