cutで済むならcutを使う派です

gistfile1.scm

(use gauche.generator)
(use gauche.lazy)

(define-syntax chain
  (syntax-rules ()
    ((_ ls proc)(proc ls))
    ((_ ls proc x ...)
     (begin (chain ls proc)
            (chain ls x ...)))))

(define (tmpgen cnt)
  (generate
    (lambda (yield)
      (let loop ([i 0])
        (when (< i cnt)
          (print "Generate: " i)
          (yield i)
          (loop (+ i 1)))))))


(chain '(1 2 3 4 5)
       (map$ (cut * <> 2))
       (map$ (cut + <> 1))

(take (chain (lrange 0)
             (pa$ lmap (cut * <> 2)))
      10)
;; => (0 2 4 6 8 10 12 14 16 18)