Yes, it's possible. I use Guile's cooperative REPL server (system repl coop-server) for this purpose, so you can integrate it into the game loop. First, I do something like this to create it: (define repl (spawn-coop-repl-server)). Then, in the case of Chickadee, I add this code to an update hook: (poll-coop-repl-server repl). This way the commands sent to the REPL are processed at 60hz in the main thread and there are no multithreading concerns as there would be if you had used (system repl server) instead. Once the REPL is up and running, you can connect to it on port 37146. I use M-x connect-to-guile in Emacs, which requires the Geiser extension.
On the topic of parallelism, I don't write multithreaded games, but I do write concurrent ones. For this I use coroutines ("green threads"), which Chickadee provides in the (chickadee scripting) module.