While setting up a new VM and trying to build the microcoap example app, I noticed that one also needs valgrind to build native things. gcc tells us this with the utterly unhelpful message
gcc: error: /home/lotte/iop/applications/microcoap/bin/native/microcoap.a: No such file or directory
/home/lotte/iop/applications/microcoap/../../RIOT/Makefile.include:162: recipe for target 'all' failed
make: *** [all] Error 1
... So I think this should be mentioned.