Which Comodo files should be excluded from third-party AV?

I run Comodo Firewall + ESET Nod32 and I was wondering which Comodo files should I exclude from Nod32?

I usually exclude the entire Comodo Program Files and Program Data folders but I wonder if that creates any invulnerability?

For best compatibility, what would you say I should exclude? Just cis.exe, entire folder?

You can safely add the complete installation folder of Comodo Firewall to the exclusions of Nod32. Comodo will protect its self. No unknown file can write to the Comodo Firewall folders nor can it access Comodo Firewall files in memory.