I'll second that Tk works well with SBCL, and add that I have also used it in a Windows 10 environment without much hassle (although a web app GUI is a great ro

I'll second that Tk works well with SBCL, and add that I have also used it in a Windows 10 environment without much hassle (although a web app GUI is a great route), the libraries may not all be up to date with the latest features but it's relatively straightforward to implement them looking at the source code as a template. With CFFI one can get into the windows API pretty readily as well, so the sky's really the limit. As far as being self-contained it's at least easy enough to get everything within a single project directory, and one should be able to load pretty much everything (other than if you rely on tcl or something external like that) into the image and save it as an .exe with sb-ext:save-lisp-and-die.