The latest LyX has *|Edit>Find & Replace (Advanced)...> * that is brilliant
and allows you to use RegEx. RegEx is cryptic, but this  example
will give you a start.
Search for "before a letter and replace with left curly bracket, the "after
a letter and replace with right curly bracket should do it.

Alternatively you could push it through MSWord that claims to do the
conversion before importing though the indicated route. 

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