Clog is very cool. As an alternative, I have recently been building Common Lisp UIs with webview (I have two example webview apps as recent additions to my Common Lisp book).

re: heap based delivery: not a good idea. But, I sometimes do heap based development when I have a ton of data I want loaded every dev session, then I save a SBCL image, and restart my Lisp environment using my custom image.