The Reddit thread How do you compile a runnable, deployable JAR with ABCL? doesn't offer a solution, unfortunately.  But it leads to an Armed Bear Common Lisp (ABCL) TRAC ticket (T1) which leads to another (T2) which leads some documentation on package ABCL for distribution (D1) which talks about how the abcl-aio.jar target is used to package abcl.jar and abcl-contrib.jar for distribution, then describes a way it might be done in the section Current Hack.
Basically, it says:
Ideally, we would like allow the AIO mechanism to include additional ASDF systems in the single jar artifact.
Currently one can hack this together by:
Manually extracting the abcl-aio.jar artifact to a file-system.
Placing the necessary ASDF systems in the resulting “contrib” directory.
Recreating the single archive from the file-system contents.