sbcl can compile to a single executable (the image is embedded in the binary). From a deployment standpoint, the only real issue is if you depend on a dynamically linked C library like OpenSSL.
I used to do this to build command line utilities in SBCL, with millisecond initialization times. Good technique, and compress the image so executables are fairly small.
Yeah, I’ve done that in a slightly hacky way (manually run the various stages of the sbcl build and statically link c libs before building the actual image).