"O. Sami Saydjari" wrote in message ...

Seems like the right thing to do in such a situation is to call ATC,
tell them your situation (although I am not sure precisely what one
would say), and ask for an on-the-fly IFR contact approach clearance.

I'd say, "XXX Approach, Learjet 12345 15 west of YYY, 2300 feet,
request local IFR clearance to YYY starting with a contact approach."

It seems like seeking a full IFR approach causes one to go up into the
clouds and risk icing, and so would be a less safe alternative.

Makes sense to me.