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The patch also removes the final DELETE_FAST. Why? I think deleting this old reference to the list is a good idea.

Another faster (but slightly less clear) approach would be to change the behavior of LIST_APPEND so that the '_' variable can be completely avoided. In stack manipulation notation:

LIST_APPEND [list, ignored, value]  ->  [list, ignored]

where 'ignored' is the iterator still on the stack.  Admittedly this is quite an unexpected behavior, so maybe LIST_APPEND should be called LIST_COMPREHEND or somesuch.

An intermediate solution with no change in LIST_APPEND would introduce a DUP_OVER stack manipulation opcode:

DUP_OVER  [a, b]  ->  [a, b, a]

which could replace the LOAD_FAST '_' at the beginning of the loop, getting the list object from over the iterator.