What's wrong with making this two lines?
In [1]: import random
In [2]: xs = [10, 20, 30]
In [3]: def foo(x):
...: return [x + i for i in range(3)]
...:
...:
In [4]: def bar(y):
...: if random.random() < 0.3:
...: return None
...: return str(y)
...:
...:
In [5]: ys = ((y, bar(y)) for x in xs for y in foo(x))
In [6]: {y: result for y, result in ys if result is not None}
Out[6]: {10: '10', 11: '11', 20: '20', 21: '21', 22: '22', 30: '30',
32: '32'}
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