Works like a charme on Fedora 23

And here is a selinux policy for you 😉

policy_module(nagios-checkdnf, 0.0.2)

require {
type nrpe_t;
}

#============= nrpe_t ==============
files_manage_generic_tmp_dirs(nrpe_t)
files_manage_generic_tmp_files(nrpe_t)
rpm_entry_type(nrpe_t)
rpm_read_db(nrpe_t)
storage_tmp_filetrans_fixed_disk(nrpe_t)

Use selinux-policy-devel and compile it to use