chaining file converters

[PhilipPirrip]

I hoped to have my grace files included into a document and being able 
to produce a pdf (by pdflatex), but that seems not to work. Grace simply 
does not export to PDF.
I tried to chain the conversion process in LyX under Linux, but that 
seemed not to work:
gracebat -hardcopy -printfile out.eps -hdevice EPS $$i ; ps2pdf13 
out.eps $$o

Do you have any idea how to accomplish that? Maybe LyX should not (only) 
rely on original converters, but try to chain some operations by itself.

Should I make this an enhancement proposition at the tracker?