The people usually use a button-macros shortcut or a LISP for a simple customizations. Not many people use this new macro recording feature, as far as I know -- and I can't help with that.
If you have a full AutoCAD, is probably the best option to use a LISP -- it could be simply repeated by right click, enter or spacebar. In this case, you rrun a lisp by typing R. HERE is how to work with a LISP.
(defun c:R nil (command "_.FILLET" "_R" PAUSE "_.FILLET") (princ))
Or the macro short cut assigned to button (ribbon, ToolPalette etc.) or keyboard shortcut (eg. CTRL+R).
^C^C_.fillet _r \_.fillet
Macro repeats just a last command - but in this case it could be an advantage, because it will NOT prompt for RADIUS on second run.
HERE is how to make a macro working.