Quick way to enter Norm in LyX?

1. Go to Preferences > Editing > Shortcuts.
2. Click on "New".
3. Under "Function", enter "math-delim Vert Vert" (note the capital V's).
4. Click on the blank rectangle and then use the key combination that you want for a shortcut.
5. Click OK.
6. Click Apply.

In general, to find the function that you need to enter, use LyX with debug mode. If you are using Ubuntu, one way to do this is to run "lyx -dbg action" instead of "lyx". Now, all of the functions will be printed to the terminal. So when you go to the insert delimiters menu and click on the norm delimiters, the terminal will give you the function that is being run.