code below should do the equivalant of your code, assuming indices is a list of integer
from itertools import chain
extra_indices = list(chain(*([x,x+1,x+2] for x in indices)))
>>> indices = range(3)
>>> list(chain(*([x,x+1,x+2] for x in indices)))
>>> [0, 1, 2, 1, 2, 3, 2, 3, 4]