What’s the canonical way to join strings in a list?

Use FORMAT.

~{ and ~} denote iteration, ~A denotes aesthetic printing, and ~^ (aka Tilde Circumflex in the docs) denotes printing the , only when something follows it.

* (format nil "~{~A~^, ~}" '( 1 2 3 4 ))

"1, 2, 3, 4"
*