You add your Lutron controller as a device, then you include that device in all of your activities. Then you can add the different theme commands (assuming they're one IR command) to any buttons you want. If you just want to access the lighting commands you press Device, then pick the light controller and your LCD will show the 4 commands (and you can map them to hard buttons 1-4). Press Device twice and you're back to activity mode.

You can also send lighting commands when you start or leave an activity.