There's no need to use anything other than
cat, if I understood your intention correctly:
should give you what you're after. For instance for package zsh:
% cat /var/lib/dpkg/info/zsh.conffiles
Regarding a case where there's no such file for a given package - it's up to the package maintainer to designate certain files as configuration. If this hasn't been done properly, you should file a bug where appropriate.
In such cases you have a couple of options.
List files belonging to the package that are in /etc/:
dpkg -L package | grep '/etc'
Fetch and inspect the source package to find out how it was compiled (which should also show you where it expects its configuration files to be located).
apt-get source package
Look up the upstream project page to find documentation.