do_somenthing_with(x) for x in my_list if is_valid(x)

[Mekire]

Obviously, the point here isn't to make a list (which is trivial), but to be able to execute commands in a "comprehension fashion".

And that is exactly my point. You shouldn't be using a comprehension. Yes, you can write a comprehension that does exactly what you want, but it isn't encouraged. If you care about being "pythonic" write a standard for loop and use multiple lines. If you don't care, knock-yourself out and shove it all into a one line list comp.