Thats exactly what I have - ie the Meade LRGB set in the wheel and the Baader UV/IR on the front (of the camera). I'm no expert but was lead to believe that the Meade RGB filters don't have IR blocking so should be used in conjucntion with a UV/IR filter - not sure if this is true or not.
In terms of doubling up on the Lum I guess it's going to reduce the light transmission slightly but is better than having to re-focus. The other advantage is it keeps dust out of the filter wheel.
I think some of the more expensive filter sets are both parfocal and have the IR blocking.
http://www.astrovid.com/prod_details.php?pid=216
http://www.astrodon.com/products/filters/e-series/