Your solution is not a good one, because if a general array is passed to copy-to it will cause an error if all the elements are not the same type as the first one. For example, (copy-to #(1.0d0 1)) will behave incorrectly. By the way, your example with #(1d0 2d0) fails on SBCL as well, and should fail everywhere because #( ) is making a general (T) array. It is unfortunate that CLISP apparently does not have specialized arrays, but the proper solution is to use a different function.
The correct solution when copying from a general array is to explicitly specify the element-type. This capability is provided by the function #'copy
(copy #(1d0 2d0) :grid-type 'grid:foreign-array :element-type 'double-float)
The function #'copy-to is provided merely as a convenient shortcut to using #'copy which works in many situations. The solution to your problem is to use copy with explicit element-type instead of copy-to. After debating whether to eliminate copy-to, I have added another optional argument, element-type, that defaults to *default-element-type*, and this should fix your problem. However, it is meant only as a convenience for interactive code, it should really not be put into files relying on the default value specials which may be changed. So I have also removed its use in GSLL itself. This change is untested and made in 86671c4ef057, which is in the multiple-systems branch and will be merged into master soon.
I have added antik-devel to this email because this an Antik issue and has nothing to do with GSLL.