In the source for the expr command, LLDB sets the SetKeepInMemory flag on ExpressionOptions which allows something like:
(lldb) expr -l ObjC --
int (^$double)(int) = ^int(int num) {
return num*2;
};
(lldb) expr -l ObjC -- $double(2);
(int) $1 = 4
However, doing the same via the Python API is not possible, there is no switch on SBExpressionOptions to keep a variable saved for future expressions.