Thanks to the article Understanding cl-cont semantics without thinking about CPS, I finally got to understand how does the cl-cont delimited continuations implementation work. I've tried to make Python-style generators - and it works, but the resulting code is about 100 times slower than just a simple loop.
And the article On mzgtk2 memory management made it quite clear how to approach memory management in Gtk+. It turns out to be simpler than I thought. Overall, Gtk+ seems to be quite a nice and thought-out library.