If you need key and value in the loop you’d need to use .items()
method on the dictionary to convert it to key-value tuples.
Also, note that whitespace is preserved in the loops, so you might not want the nesting.
Try this:
{% for section, conf in config.items() %}
{% for key, value in conf.items() %}
{{ 'GF_' + section | upper + '_' + key | upper + '=' + value }}
{% endfor %}
{% endfor %},'