M-x slime-list-threads (you can also access it through slime-selector shortcut t) will list running threads by their names, and their statuses.

The thread on the current line can be killed with k, or if there’s a lot of threads to kill, several lines can be selected and k will kill all the threads in the selected region.

g will update the thread list, but when you have a lot of threads starting and stopping it may be too cumbersome to always press g, so there’s a variable slime-threads-update-interval, when set to a number X the thread list will be automatically updated each X seconds, a reasonable value would be 0.5.