Looking at the Lutron Caseta integration it seems that Lutron Caseta devices can only be triggered in a "then do this" statement not an "if".
In other words cannot do:
IF Pico remote button is pressed then Do something else
If something happens then trigger Lutron Caseta.
This is really disappointing, I need the Pico Remote to control 3rd party devices (like Philips Hue); So far, my search has been unsuccessful.