I've just added a new feature to pymavlink which results in some useful functionality in MAVProxy for companion computers.
You can now specify a MAVLink connection string as "udpbcast:BROADCASTADDRESS:PORT", like this:
mavproxy.py --master /dev/xxx --out udpbcast:192.168.1.255:14550
the result is that mavproxy will initially broadcast packets out to 192.168.1.255, but will lock onto the single address of the first client to connect. This is useful when building startup scripts for companion computers.