> Out of curiosity, do you plan to call it 'loop'? That will probably
> break all my code, I should start renaming my named lets to 'lp' :)

At least in R7RS, the following seems to work as intended:

(import (scheme base) (scheme write))

(define-syntax loop
   (syntax-rules ()
     ((loop . ignored)
      (syntax-error "No loop for you!"))))

(define (my-iota n)
   (let loop ((n n) (list '()))
     (let ((n (- n 1)))
       (if (negative? n) list (loop n (cons n list))))))

(write (my-iota 10))
(newline)