One very different option can be linguex:


Equivalent LaTeX code:
\documentclass[english]{article}
\usepackage[T1]{fontenc}
\usepackage[latin9]{inputenc}
\setlength{\parskip}{\bigskipamount}
\setlength{\parindent}{0pt}
\let\oldalph\alph
\let\alph\roman
\renewcommand{\ExLBr}{}
\renewcommand{\ExRBr}{.}
\renewcommand{\SubExLBr}{(}
\renewcommand{\SubExRBr}{)}
\def\newex{\setcounter{ExNo}{0}\ex}
\usepackage{babel}
\begin{document}
Some text
\ex.\a. Foo (compact)\b.Foo\b.Foo\b.Foo
The end of parahraph ended the sublist.
You can have no enumerated text whitin main items.
\ex.\a. Foo (spacied)\\
\b. Foo\\
\b. Foo\\
\b. Foo
Now a new main list:
\newex.\a. A new foo !\\
\b. Foo\\
\b. Foo\\
\b. Foo\\
Some more text
\end{document}
To use this in LyX:
1) Add this to the LaTeX Preamble (menu Document → Configuration):
\usepackage{linguex}
% next lines are only to change the default format
\let\oldalph\alph
\let\alph\roman
\renewcommand{\ExLBr}{}
\renewcommand{\ExRBr}{.}
\renewcommand{\SubExLBr}{(}
\renewcommand{\SubExRBr}{)}
% to sart a new list
\def\newex{\setcounter{ExNo}{0}\ex}
2) That is not mandatory but show better the example in the LyX screen, as showed here: Document → Configuration → Text design → Do not indent paragraphs but separate them with a vertical space.
3) To make a list una ERT box (Ctrl+L) an write \ex.\a. for first item a subitem, \b. for the following subitems.
Note that it matter a lot if you end each subitem typing the nest item code or with a break line, that is, after \\ (in a ERT box) or a Ctrl-Enter in Lyx, or with a end of paragraph (\par or blank line in LaTeX, Enter in LyX). Remember that a end paragraph end a sublist, but not the main list.
Run texdoc linguex for more information.