By binding *inferencing-state* around all KnowledgeWorks operations in a thread's main function as in the example below, its value can be unique to each thread.
(defun test-1-counter (name)
(let* ((*inferencing-state* nil)
(step (1+ (random 10)))
(limit (* step (+ 2000 (random 100)))))
(unwind-protect
(progn
(setq *inferencing-state*
(make-inferencing-state name))
(make-instance 'counter
:value limit
:step step)
(infer))
(destroy-inferencing-state *inferencing-state*))))
(mp:process-run-function (format nil "Test ~D" index)
'()
'test-1-counter
(gensym)