Hi,
I hacked up something similar to ILISP's C-z P (SET-PACKAGE-LISP). I am not at all sure whether this is the right way to do it, but it seems to work. It evolved by trial and error, though.
C-c M-p would be a key binding candidate, I guess. And it probably should go into the menu as well.
As an aside: it would be extremely helpful if SLIME and SWANK functions would be properly documented.
Cheers, Michael