The Web Flow plugin provides a bean called conversionManager which is defined like:
conversationManager(SessionBindingConversationManager)
This default implementation of the ConversationManager interface stores conversations in the session. You can replace this implementation with one that stores conversations elsewhere (such as in Coherence) by defining a bean of the same name in grails-app/conf/spring/resources.groovy:
conversationManager(CoherenceConversationManager)
Note that "CoherenceConversationManager" doesn't exist as far as I know, you would need to implement this yourself.