Smalltalk/X can fileout packages as C projects that are then compiled by C compiler. But AFAIK this was never meant to be used as JIT and is primarily an deployment mechanism and non-ancient versions use in-process code generator implemented in Smalltalk as JIT backend.
There are Common Lisp implementations that support similar mechanism of generating C code (ECL, Kyoto CL...), but I don't think any of then compiles C into .so which then gets dlopened right away as poor-mans JIT.
KCL generates .c files and compiles those to .o object files. I played with this year ago (via the descendant GCL: GNU Common Lisp). The load function handles object files, like COFF or whatever. It's reminiscent of the Linux kernel modules.
When KCL compiles a lambda expression, it generates a C file called "gazonk.lsp" and compiles that.
(The above paper report is a little confusing; in some places it claims that an object file has a .o suffix, but then with regard to this gazonk implicit name, it claims that the fasl file is gazonk.fasl.)
Example with GCL: compile individual function to C, compile it with C to a .o (for example on my 32bit ARM it is a elf32-littlearm file) file and then load it:
>(defun foo (a) (* a 42))
FOO
>(compile 'foo)
Compiling /tmp/gazonk_24158_0.lsp.
End of Pass 1.
End of Pass 2.
OPTIMIZE levels: Safety=0 (No runtime error checking), Space=0, Speed=3
Finished compiling /tmp/gazonk_24158_0.lsp.
Loading /tmp/gazonk_24158_0.o
start address -T 0x888488 Finished loading /tmp/gazonk_24158_0.o
#<compiled-function FOO>
NIL
NIL
