I do not have R installed here. but:

Johan Sandblom wrote:
> 
> % I would like to reduce this two-stage call, but then line-endings disappear

This two-stage approach is required unless each statement in R is
terminated uniquely, by something like a semicolon because then
you could redefine the semicolon at the writing stage.

> \def\startR%
>   {\bgroup
>    \obeylines
>    \catcode`\%=\@@letter
>    \catcode`\#=\@@letter
>    \dostartR%
>   }%

Don't you need percent signs at the end of the @@letter lines?

>       \stopmode
>       \typeRout%
>    \egroup}%

You can make that

        \stopmode
        \egroup
        \typeRout }

because \typefile doesnt need \obeylines

Cheers, Taco
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