I've done it on occasion, when I need to run into the store to get something, or get a fuel receipt when the gas pump is out of receipt paper.
If it's even remotely hot outside and my dog is with me, I wont leave him in the car for even a minute without having the A/C on and engine idling.
Exactly like Crash68 said above in post# 2
Just leave the fob plugged into the ignition socket and remove the little metal emergency key from the fob. Hit the power lock button while your still sitting on-ass in the truck (everything will lock). Then get out of the truck (the handle will automatically unlock the door when you pull it).
Then, while standing outside of your truck, and BEFORE you close the door, push the little lock thingy stickin up outa the door down (locking the door), and close the door... That's it, your done! You are now standing outside the truck, with the engine idling, and the doors closed and locked.
To get back in, use your metal emergency key (that you took out of the fob in step 1), or a second fob.