See collect: https://nim-lang.org/docs/sugar.html#collect.m%2Cuntyped%2Cu...

I think the "full" version is easier to read:

    T = TypeVar("T")
    def odd_numbers(nums: Iterable[T]) -> Iterator[T]:
        for n in nums:
            if n % 2 == 1:
                yield n

Although yet another option is to just return the generator instead of immediately yielding from it:

    T = TypeVar("T")
    def odd_numbers(nums: Iterable[T]) -> Iterator[T]:
        return (n for n in a if n % 2 == 1)

Unfortunately, Nim doesn't have `yield from`, which would make a comprehension useless here. That's one of the things I'm missing in the language.

That's an obscure/not optimal way to write this code though. I mean why would you use LIST comprehension if you are going to yield each element.

It's not list comprehension, it's generator comprehension, which is lazily computed. However it's still an unnecessary layer of iteration, when you could just return the comprehension instead.