(define make-directory-files-generator

  (case-lambda

    ((dir dot-files?) (make-directory-files-generator* dir dot-files?))

    ((dir) (make-directory-files-generator* dir #f))))

(define (make-directory-files-generator* dir dot-files?)

  (let ((dir-obj (open-directory dir dot-files?))

          (eof (eof-object)))

    (lambda ()

      (let ((f (read-directory dir-obj)))

        (if (eq? f eof) (close-directory dir-obj))

        f))))

I haven't actually tested this, but it's at least conceptually correct. 

Although this overlaps the utility of directory-files, I want to preserve the latter (and Harold agrees).  When WG1 voted on the issue, directory-files was the highest-ranking result in the STV voting; however, it did not command a majority of the votes cast, which is why it does not appear in R7RS-small.