Anton,
the failure you found seems to be a case of quicklisp compiling asdf without having loaded it as source first.
To compile asdf even when a previous asdf was loaded, it is currently necessary to first load asdf.lisp as source. quicklisp (require)'s the previous asdf, then compiles the new one without loading it. That won't work.
To make it work, I would essentially have to have each and every form in asdf.lisp wrapped in an eval-when.
I suppose I could do just that; it wouldn't be worse than loading asdf.lisp before compiling it, and it would be simpler for Zach and other people.
—♯ƒ • François-René ÐVB Rideau •Reflection&Cybernethics• http://fare.tunes.org Each new generation born is in effect an invasion of civilization by little barbarians, who must be civilized before it is too late. — Thomas Sowell