Obligatory mention for those who don't know yet : you can find what files a program use by using strace <command> (provided strace is installed). It actually logs all syscalls made by the program, so there will be a lot of noise, but in there you will find the access() and open() calls.
Additionally, if you want to strace programs that already are running in a convenient interface, htop has strace support (this is less useful to find configuration files, as those are usually read at the start of the program, but if you can trigger a save to the file, it will appear here).
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