> Is there any easy workaround which doesn't involve defing a global
> conn.

To do all in a single place you'll have to mimic the Java idiom.

(let [conn (atom nil)]
  (try
    (reset! conn (API/getConnection ...) ...
    (catch ...)
    (finally (if @conn (API/closeConnection @conn)))))

As it's been explained, a better way would be a variant of with-open,
maybe within a try form if you want to handle open errors locally.

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