you cannot export \lstinline{foo}, ist must be something of
\lstinline<char>foo<char>
where <char> is a free choosen delimiter. Otherwise you cannot write
something like \lstinline{\textbf{foo}}. Must be
\lstinline|\textbf{foo}| or any other character than |.

The listings manual says:

An experimental implementation has been done to support the syntax
\lstinline[key=value list]{source code}. Try it if you want and report
success and failure. A known limitation is that inside another argument the
last source code token must not be an explicit space token—and, of course,
using a listing inside another argument is itself experimental, see section 5.1.

I use {} because I do not want to scan through the code snipet to see
if it has |, or $ or whatever.

Helge, please report here if Herbert's suggestion works. If so, I will
change latex export of \lstinline.

Cheers,
Bo

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