This project is very interesting, and once it's working on sbcl I'd like to dig into it a bit more. Thanks for the good work.
I saw some mention of coroutines in the list archive. I spent some time working on implementing some python-ness in lisp, and have a partially complete code transformer that can make generators and coroutines possible. It's sort of a state machine output; I don't know how it compares to the method mentioned by Ben used by c#. I could make it available if there is interest, and hopefully even complete it :)