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