Does your polyline only contain 3 vectors with the fillet in the middle? Always? If so, something like tedg's is probably easiest.
But it also means you cannot just continue with the polyline ... it would probably be more clicks / space bars to accomplish such.
I can imagine some sort of PL option to specify a fillet on the previous vector while drawing a polyline, but that would probably need DotNet/ObjectARX to accomplish properly. With Lisp it'd be a situation of collecting the points first, and only actually drawing the PL afterwards - i.e. the preview may not look correct.