I have found command line and shell scripts to be the best, though
admittedly imperfect, options:

$ cp filename.lyx filename-mytemp.lyx
$ lyx -e latex filename-mytemp.lyx
$ pdflatex filename-mytemp.tex
$ cp filename-mytemp.pdf filename.pdf
$ rm filename-mytemp*

I wish i knew of a way to put a shortcut into LyX that said, "Do the
above, using the current file as -filename-"

HTH

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