(defmacro define-a-kind-of-function (name value)
  `(defun ,name () ,value))

(defmacro define-my-functions-of-a-kind ()
  `(progn
     ,@(loop
         :for i :from 1 :to 9
         :collect `(define-a-kind-of-function  ,(format nil "~:@(~:@R~)" i) ,i))))

(pprint (macroexpand-1 '(define-my-functions-of-a-kind)))

(progn (define-a-kind-of-function "I" 1)
       (define-a-kind-of-function "II" 2)
       (define-a-kind-of-function "III" 3)
       (define-a-kind-of-function "IIII" 4)
       (define-a-kind-of-function "V" 5)
       (define-a-kind-of-function "VI" 6)
       (define-a-kind-of-function "VII" 7)
       (define-a-kind-of-function "VIII" 8)
       (define-a-kind-of-function "VIIII" 9))