If you need to deliver a non-GUI application for Mac OS X, change the delivery script to remove the code (conditionalized in the examples under #+cocoa) that constructs the Application Bundle.
On all platforms, delivering a non-GUI application will not need the :interface :capi keyword argument.
Your delivery script to build a command line application will look something like this:
(in-package "CL-USER")
(load-all-patches)
(load "non-gui-code")
(deliver 'dont-start-the-gui
"non-gui-app"
5)
LispWorks Delivery User Guide - 15 Feb 2015