Melhor para construir o kernel manualmente, o seguinte é definido para o módulo iptables:
# Networking options
#
CONFIG_PACKET=y
CONFIG_UNIX=y
CONFIG_XFRM=y
CONFIG_XFRM_USER=y
CONFIG_XFRM_SUB_POLICY=y
CONFIG_XFRM_IPCOMP=y
CONFIG_NET_KEY=y
CONFIG_INET=y
CONFIG_IP_MULTICAST=y
CONFIG_IP_ADVANCED_ROUTER=y
CONFIG_IP_MULTIPLE_TABLES=y
CONFIG_IP_ROUTE_MULTIPATH=y
CONFIG_IP_ROUTE_VERBOSE=y
CONFIG_IP_PNP=y
CONFIG_IP_PNP_DHCP=y
CONFIG_IP_PNP_BOOTP=y
CONFIG_IP_PNP_RARP=y
CONFIG_NET_IPIP=y
CONFIG_IP_MROUTE=y
CONFIG_IP_MROUTE_MULTIPLE_TABLES=y
CONFIG_IP_PIMSM_V1=y
CONFIG_IP_PIMSM_V2=y
CONFIG_ARPD=y
CONFIG_SYN_COOKIES=y
CONFIG_INET_ESP=y
CONFIG_INET_IPCOMP=y
CONFIG_INET_XFRM_TUNNEL=y
CONFIG_INET_TUNNEL=y
CONFIG_INET_XFRM_MODE_TRANSPORT=y
CONFIG_INET_LRO=y
CONFIG_INET_DIAG=y
CONFIG_INET_TCP_DIAG=y
CONFIG_TCP_CONG_ADVANCED=y
CONFIG_TCP_CONG_CUBIC=y
CONFIG_DEFAULT_CUBIC=y
CONFIG_DEFAULT_TCP_CONG="cubic"
CONFIG_TCP_MD5SIG=y
CONFIG_IPV6=y
CONFIG_INET6_XFRM_MODE_TRANSPORT=y
CONFIG_INET6_XFRM_MODE_TUNNEL=y
CONFIG_INET6_XFRM_MODE_BEET=y
CONFIG_NETLABEL=y
CONFIG_NETFILTER=y
CONFIG_NETFILTER_ADVANCED=y
# Core Netfilter Configuration
#
CONFIG_NETFILTER_NETLINK=y
CONFIG_NETFILTER_NETLINK_QUEUE=y
CONFIG_NETFILTER_NETLINK_LOG=y
CONFIG_NF_CONNTRACK=y
CONFIG_NF_CONNTRACK_MARK=y
CONFIG_NF_CONNTRACK_EVENTS=y
CONFIG_NF_CONNTRACK_TIMESTAMP=y
CONFIG_NF_CT_PROTO_DCCP=y
CONFIG_NF_CT_PROTO_GRE=y
CONFIG_NF_CT_PROTO_UDPLITE=y
CONFIG_NF_CONNTRACK_FTP=y
CONFIG_NF_CONNTRACK_H323=y
CONFIG_NF_CONNTRACK_IRC=y
CONFIG_NF_CONNTRACK_BROADCAST=y
CONFIG_NF_CONNTRACK_NETBIOS_NS=y
CONFIG_NF_CONNTRACK_SNMP=y
CONFIG_NF_CONNTRACK_PPTP=y
CONFIG_NF_CONNTRACK_SIP=y
CONFIG_NF_CONNTRACK_TFTP=y
CONFIG_NF_CT_NETLINK=y
CONFIG_NETFILTER_TPROXY=y
CONFIG_NETFILTER_XTABLES=y
# Xtables combined modules
#
CONFIG_NETFILTER_XT_MARK=y
CONFIG_NETFILTER_XT_CONNMARK=y
# Xtables targets
#
CONFIG_NETFILTER_XT_TARGET_CHECKSUM=y
CONFIG_NETFILTER_XT_TARGET_CLASSIFY=y
CONFIG_NETFILTER_XT_TARGET_CONNMARK=y
CONFIG_NETFILTER_XT_TARGET_DSCP=y
CONFIG_NETFILTER_XT_TARGET_MARK=y
CONFIG_NETFILTER_XT_TARGET_NFLOG=y
CONFIG_NETFILTER_XT_TARGET_NFQUEUE=y
CONFIG_NETFILTER_XT_TARGET_NOTRACK=y
CONFIG_NETFILTER_XT_TARGET_TRACE=y
CONFIG_NETFILTER_XT_TARGET_TCPMSS=y
# Xtables matches
#
CONFIG_NETFILTER_XT_MATCH_ADDRTYPE=y
CONFIG_NETFILTER_XT_MATCH_CONNBYTES=y
CONFIG_NETFILTER_XT_MATCH_CONNLIMIT=y
CONFIG_NETFILTER_XT_MATCH_CONNMARK=y
CONFIG_NETFILTER_XT_MATCH_CONNTRACK=y
CONFIG_NETFILTER_XT_MATCH_CPU=y
CONFIG_NETFILTER_XT_MATCH_DCCP=y
CONFIG_NETFILTER_XT_MATCH_DSCP=y
CONFIG_NETFILTER_XT_MATCH_HL=y
CONFIG_NETFILTER_XT_MATCH_IPRANGE=y
CONFIG_NETFILTER_XT_MATCH_LENGTH=y
CONFIG_NETFILTER_XT_MATCH_MAC=y
CONFIG_NETFILTER_XT_MATCH_MULTIPORT=y
CONFIG_NETFILTER_XT_MATCH_POLICY=y
CONFIG_NETFILTER_XT_MATCH_PKTTYPE=y
CONFIG_NETFILTER_XT_MATCH_SCTP=y
CONFIG_NETFILTER_XT_MATCH_SOCKET=y
CONFIG_NETFILTER_XT_MATCH_STATE=y
CONFIG_NETFILTER_XT_MATCH_STRING=y
CONFIG_NETFILTER_XT_MATCH_TIME=y
# IP: Netfilter Configuration
#
CONFIG_NF_DEFRAG_IPV4=y
CONFIG_NF_CONNTRACK_IPV4=y
CONFIG_NF_CONNTRACK_PROC_COMPAT=y
CONFIG_IP_NF_IPTABLES=y
CONFIG_IP_NF_MATCH_TTL=y
CONFIG_IP_NF_FILTER=y
CONFIG_IP_NF_TARGET_REJECT=y
CONFIG_IP_NF_TARGET_LOG=y
CONFIG_IP_NF_TARGET_ULOG=y
CONFIG_NF_NAT=y
CONFIG_NF_NAT_NEEDED=y
CONFIG_IP_NF_TARGET_MASQUERADE=y
CONFIG_IP_NF_TARGET_NETMAP=y
CONFIG_IP_NF_TARGET_REDIRECT=y
CONFIG_NF_NAT_SNMP_BASIC=y
CONFIG_NF_NAT_PROTO_DCCP=y
CONFIG_NF_NAT_PROTO_GRE=y
CONFIG_NF_NAT_PROTO_UDPLITE=y
CONFIG_NF_NAT_FTP=y
CONFIG_NF_NAT_IRC=y
CONFIG_NF_NAT_TFTP=y
CONFIG_NF_NAT_PPTP=y
CONFIG_NF_NAT_H323=y
CONFIG_NF_NAT_SIP=y
CONFIG_IP_NF_MANGLE=y
CONFIG_IP_NF_RAW=y
CONFIG_IP_NF_SECURITY=y
CONFIG_IP_NF_ARPTABLES=y
CONFIG_IP_NF_ARPFILTER=y
CONFIG_IP_NF_ARP_MANGLE=y
# IPv6: Netfilter Configuration
#
CONFIG_IP_DCCP=y
CONFIG_INET_DCCP_DIAG=y
Fonte: link