I'm obviously not a really serious developer (you might have guessed already), since I did stay away from such basic tools like ASDF until two-thousand-seventeen...
But I will always catch up, given enough time (and some user request: yess, this part would be yours; but since you never complain...)
So, you'll finally find ASDF integration in the 'my_app/' template, having even a Quicklisp dependency, compiling everything in 1 (one) executable.
Paul