Add an "Add another lesson to this course" link to Sensei Edit Course admin page by modifying the course_lessons_meta_box_content function. Found in classes/class-woothemes-sensei-course.php

modified - class-woothemes-sensei-course.php

<?php

/**
 * course_lessons_meta_box_content function.
 *
 * @access public
 * @return void
 */
public function course_lessons_meta_box_content () {
	global $post;

	// Setup Lesson Meta Data
	$select_lesson_prerequisite = 0;
	if ( 0 < $post->ID ) { $select_course_prerequisite = get_post_meta( $post->ID, '_lesson_course', true ); }

	// Setup Lesson Query
	$posts_array = array();
	if ( 0 < $post->ID ) {

		$posts_array = $this->course_lessons( $post->ID, 'any' );

	} // End If Statement

	$html = '';

	$html .= '<input type="hidden" name="' . esc_attr( 'woo_' . $this->token . '_noonce' ) . '" id="' . esc_attr( 'woo_' . $this->token . '_noonce' ) . '" value="' . esc_attr( wp_create_nonce( plugin_basename(__FILE__) ) ) . '" />';

	if ( count( $posts_array ) > 0 ) {

		foreach ($posts_array as $post_item){

			$html .= '<p>'."\n";

				$html .= $post_item->post_title."\n";
				$html .= '<a href="' . esc_url( get_edit_post_link( $post_item->ID ) ) . '" title="' . esc_attr( sprintf( __( 'Edit %s', 'woothemes-sensei' ), $post_item->post_title ) ) . '" class="edit-lesson-action" target="_blank">' . __( 'Edit this lesson', 'woothemes-sensei' ) . '</a>' . "\n";

			$html .= '</p>'."\n";

		} // End For Loop
		
		// BHWW - added this new lesson link under existing lessons
		if ( 0 < $post->ID ) { $course_id = '&course_id=' . $post->ID; }
		$html .= '<p>'."\n";

			$html .= '<a href="' . admin_url( 'post-new.php?post_type=lesson' . $course_id ) . '" title="' . esc_attr( __( 'Add a Lesson', 'woothemes-sensei' ) ) . '" target="_blank">' . __( 'Add another lesson to this course.', 'woothemes-sensei' ) . '</a>' . "\n";

		$html .= '</p>'."\n";

	} else {
		$course_id = '';
		if ( 0 < $post->ID ) { $course_id = '&course_id=' . $post->ID; }
		$html .= '<p>' . esc_html( __( 'No lessons exist yet for this course.', 'woothemes-sensei' ) ) . "\n";
			$html .= '<a href="' . admin_url( 'post-new.php?post_type=lesson' . $course_id ) . '" title="' . esc_attr( __( 'Add a Lesson', 'woothemes-sensei' ) ) . '" target="_blank">' . __( 'Add a lesson now.', 'woothemes-sensei' ) . '</a>' . "\n";
		$html .= '</p>'."\n";
	} // End If Statement

	echo $html;

} // End course_lessons_meta_box_content()

?>

original - class-woothemes-sensei-course.php

<?php

/**
 * course_lessons_meta_box_content function.
 *
 * @access public
 * @return void
 */
public function course_lessons_meta_box_content () {
	global $post;

	// Setup Lesson Meta Data
	$select_lesson_prerequisite = 0;
	if ( 0 < $post->ID ) { $select_course_prerequisite = get_post_meta( $post->ID, '_lesson_course', true ); }

	// Setup Lesson Query
	$posts_array = array();
	if ( 0 < $post->ID ) {

		$posts_array = $this->course_lessons( $post->ID, 'any' );

	} // End If Statement

	$html = '';

	$html .= '<input type="hidden" name="' . esc_attr( 'woo_' . $this->token . '_noonce' ) . '" id="' . esc_attr( 'woo_' . $this->token . '_noonce' ) . '" value="' . esc_attr( wp_create_nonce( plugin_basename(__FILE__) ) ) . '" />';

	if ( count( $posts_array ) > 0 ) {

		foreach ($posts_array as $post_item){

			$html .= '<p>'."\n";

				$html .= $post_item->post_title."\n";
				$html .= '<a href="' . esc_url( get_edit_post_link( $post_item->ID ) ) . '" title="' . esc_attr( sprintf( __( 'Edit %s', 'woothemes-sensei' ), $post_item->post_title ) ) . '" class="edit-lesson-action">' . __( 'Edit this lesson', 'woothemes-sensei' ) . '</a>';

			$html .= '</p>'."\n";

		} // End For Loop

	} else {
		$course_id = '';
		if ( 0 < $post->ID ) { $course_id = '&course_id=' . $post->ID; }
		$html .= '<p>' . esc_html( __( 'No lessons exist yet for this course.', 'woothemes-sensei' ) ) . "\n";
			$html .= '<a href="' . admin_url( 'post-new.php?post_type=lesson' . $course_id ) . '" title="' . esc_attr( __( 'Add a Lesson', 'woothemes-sensei' ) ) . '">' . __( 'Please add some.', 'woothemes-sensei' ) . '</a>' . "\n";
		$html .= '</p>'."\n";
	} // End If Statement

	echo $html;

} // End course_lessons_meta_box_content()

?>