While I don't like the ASDF-install too much (as a Gentoo user, I like to install everything via portage), I've made it possible to install cl-gtk2 using ASDF-install.
It is installable as follows:
(asdf:oos 'asdf:load-op :asdf-install)
(asdf-install:install :cl-gtk2-gtk)
(asdf-install:install :cl-gtk2-cairo)
(asdf-install:install :cl-gtk2-gtkglext)