You can replace the grep command entirely by this grep command:
grep -E "Package: ((iptables-mod-|kmod-(ipt-|nf))|.*(nfnetlink|netfilter|iptables))" /var/opkg-lists/packages
The -E option specifies grep to use extended regular expressions. The feature of extended regular expressions I am using is:
(c|b)at
This matches "cat" or "bat" i.e. only one of the options in the round brackets are chosen. So in your case the grep command will match
- Package: iptables-mod-
- Package: kmod-ipt-
- Package: kmod-nf
- Package: .*nfnetlink
- Package: .*netfilter
- Package: .*iptables
To gain better knowledge of regular expressions please use http://www.grymoire.com/Unix/Regular.html as a reference. Regular expressions form the basis of grep, sed, awk, find and many other UNIX commands. So it is a big advantage if you have a good grasp of regular expressions. Enjoy!