This Sublime Text package provides support for syntax highlighting of LFE and is intended to be installed via Package Control.
If you would like to use the stand-alone package and install it manually, visit the other project home.
In a terminal:
$ mkdir -p ~/lab/SublimeText
$ cd ~/lab/SublimeText
$ git clone https://github.com/lfex/sublime-lfe.git
$ cd ~/Library/Application\ Support/Sublime\ Text\ 2/Packages/
$ ln -s ~/lab/SublimeText/sublime-lfe/LFE .
If you would like to dim the parenthesis down visually, you can use the VimBlackboard Sublime Text package. This will give you a look such as this:
If you'd just like to continue using your own theme, you can update it to use dimmed parens with the following snippet:
<dict>
<key>name</key>
<string>Lisp Parens</string>
<key>scope</key>
<string>source.parens.lfe</string>
<key>settings</key>
<dict>
<key>foreground</key>
<string>#666666</string>
</dict>
</dict>