Thanks Helge and Paul.
I would prefer some construct like
\require{my_file.foo}
or \dependency{my_file.foo}
That does absolutely nothing but making lyx copy this file
to the temp directory as well.
If that would be possible ...
I tried copying all related (even a bit too much) to my ~/.tex/fonts dir.
(it does find style files there without problem)
Also to ~/.tex/fonts/tfm and ~/.tex/fonts/vf.
But apparantly it is not looking there because I get the same error.
Also to ~/.tex now without success.
It just does not seem to work before I copy
those file to lyx temp dir in /tmp
~/.tex/fonts/
|-- AnnSton.afm
|-- AnnSton.aux
|-- AnnSton.dvi
|-- AnnSton.fd
|-- AnnSton.log
|-- AnnSton.map
|-- AnnSton.pfb
|-- AnnSton.tex
|-- AnnSton.tfm
|-- tfm
| |-- AnnSton.afm
| |-- AnnSton.aux
| |-- AnnSton.dvi
| |-- AnnSton.fd
| |-- AnnSton.log
| |-- AnnSton.map
| |-- AnnSton.pfb
| |-- AnnSton.tex
| `-- AnnSton.tfm
`-- vf
|-- AnnSton.afm
|-- AnnSton.aux
|-- AnnSton.dvi
|-- AnnSton.fd
|-- AnnSton.log
|-- AnnSton.map
|-- AnnSton.pfb
|-- AnnSton.tex
`-- AnnSton.tfm
