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I would like to insert the less than or equal mathematical operator in the text of a Lyx document.

Insert/Special Character/Symbols shows the symbol in the text, but compiling results in an error ("Missing character: There is no <= font Dolly-Roman/OT:mapping=tex-text;mappin").

Inserting an ERT box with $\leqq$ gives an "Undefined control sequence" error.

How do I insert the <= (\leqq) symbol in my text if the font that I am using does not have it?

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\leqq is defined in the package amssymb, so you'll have to add a usepackage{amssymb} to your document.

For missing characters, there's no other solution than switching to a (math) font that has the character(s) you want. Sometimes you can do that just for a few characters. This is not recommended in most cases, as the glyphs won't have the same "feel" ("character") to them. Note that you'll have the same situation when just inserting $\leqq$ in your document to get the glyph: it will be taken from the active math font (probably something close to Computer Modern).

How to switch to a different font depends on how you are compiling your document (PdfLatex uses a different fontsystem than XeLaTeX and LuaLaTeX).

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