I think there might be a way, if you're quick, but I haven't tried it.
If you could train your dog to operate the central locking from inside, of course that would work, but maybe pooch isn't that smart. So here's the idea. Set the AC to the desired temperature, and wind down the driver's window. Get out of the car and shut the door. Reach inside and operate the central locking button on the inside of the driver's door. Then pull up the lever to close the driver's window and get your arm the hell out of the way before it's caught.
This is the same operation as you'd do if you were camping in the car, except that when you're camping you operate the lock from inside. The difference is that in this wheeze the key is outside, not inside. For goodness sake don't leave it inside or you'll lock yourself out. On the other hand maybe if the key isn't inside the idea won't work, but it's worth a try. If it doesn't work, the other thing to do is to leave one key inside but have the other key on you to let you get back into the car.