> What I ended up using heavily was REPL to file integration, which gave me the ability to write a function normally, evaluate it in the attached REPL session, and then play around with it in the REPL

When I do REPL driven development in Clojure, that's exactly what I do and that's what other folks that I know mean by REPL driven development (in Clojure): define types, functions and variables in a source file, often in a (comment) form, eval them one by one, and copy the code out of the (comment) form when it's stable enough. I wouldn't type code directly into the REPL; that's not a pleasant experience in Clojure - but might be pleasant in Common Lisp or Smalltalk for all I know. The process that I and others use in Clojure most definitely differs from the process that the OP describes and I lack enough familiarity with Common Lisp to know if the process is more pleasant in that language. I assume it is and I must make time to learn Common Lisp properly some day.