So far, the biggest issue with Common Lisp I ran into while writing Weblocks is lack of continuations. There were other issues but they were minor annoyances that were fairly easy to overcome. Right now I'm working on a delimited continuations library for CL. Writing one really isn't as bad as it sounds - I think On Lisp unnecessarily scares people from rolling their own code walker.
Out of curiosity, other than continuations, what advantage do you see in using Scheme over CL?