I have some code which opens a bunch of resources (say, files), and
needs to make sure they all get closed. Something like this:

(let [files (atom [])]
  (try
   (open-my-many-files files)
   ;; the files atom now refers to a vector of open file handles
   (do-dangerous-io @files)
   (finally
    (doseq [file @files]
      (.close file)))))

The Clojure compiler does not like this:
  error: java.lang.UnsupportedOperationException: Cannot recur from
catch/finally

Does Clojure have a lower-level iteration primitive than loop and
recur, which I can use inside exception handling code? I can obviously
put a letfn inside the finally and use good old recursion, but I feel
uncomfortable doing this without TCO. (Yes, I know I'm likely to run
out of file descriptors before I run out of available stack frames,
but this is still the wrong way to do things.) I would also very much
prefer not to have to write and call out to Java helper classes for
something as trivial as a loop.
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