Since CBL only does basic MVC, interceptors are not supported like with the full ColdBox Platform. (We had to draw the line somewhere) SES is implemented as an interceptor so I think the easy answer is that you need to use the full framework to use SES (which honestly isn’t any harder to get into if you simply ignore the parts you don’t want).
Here’s the docs for ColdBox Lite. Near the top is a list of functionality that’s not included.
I know you can add some functionality in a-la-carte to CBL so I’ll let Luis comment on whether it’s possible to add interceptor support in by itself.
ColdBox Platform Evangelist
Ortus Solutions, Corp