SG dedicated engine can be daemonized with few arguments on command line, thanks to sig11 and hika.
If you want to daemonize, you can use on the command line "+set sv_daemon 1".
You should also specify a pidfile to be updated by "+set sv_pidfile /path/to/pidfile". Then you can use it to know the pid of the process to shutdown when you want to stop your server.
You can also specify a user to use with "+set sv_user your_safe_user".
And you also can chroot your process for more security using "+set sv_chroot /path/to/you/chroot_env".