The Lutron Pico remote is a small, very low-latency battery-powered remote with up to five buttons, which works great with Home Assistant. If Home Assistant could handle double-clicks and holds on these buttons, it would allow this tiny versatile remote to trigger 15 different automation behaviors.
Currently, the Lutron Caséta integration does not handle buttons on the Lutron Pico remote being double-clicked or held down. This is hard functionality to implement in an automation. Ideally, the integration would trigger button events (as it already does), or special events for these particular types of button presses.
The idea has been bounced around in years past, and a custom integration handled this functionality at one point in time. It appears native support for these button events may depend on having a Pro hub, but the integration could easily detect these button presses on the HA side in the absence of hub support.