That's always been the most effective defensive strategy against us. Everyone knows that Dame is the motor that makes this team work. However, when doubled outside of the 3-point arc he isn't capable of making a quick, crisp pass to LMA because the guy who is doubling off LMA knows where he is popping to and can stay in the passing lane while doubling Lillard. So Lillard either has to rainbow a pass over to LMA, which takes time to reach him and results in a low-percentage shot, or Batum has to come up from the baseline to try to create a passing lane for Lillard. But this passing lane doesn't create a scoring opportunity - it's just a bail out for the effective double-team. Doubling Lillard on the pick/pop will bring the offense to (a) a standstill, or (b) a low-percentage jumper.
If we were to run a secondary play in parallel to the pick/pop it might result in someone creating a passing lane for Lillard. For example (maybe not a good one, but it should hopefully illustrate the point), if we were to have Nic on the left wing, Wes in the left corner, and Rolo on the right block, then send Nic baseline with Rolo setting a pick AS LMA is setting the pick for Lillard, then Nic would end up open on the right wing as Lillard is getting doubled. Now we'd have LMA open at the top of the key, Nic open on the right wing, and two defenders on Lillard well away from the hoop. Pass to Nic for an open shot, or he can quickly dive to the hoop and either dish to Rolo for the flush or LMA for the jumper.
OR, if LMA wasn't so one-dimensional he could pop to different locations or even try ROLLING to the hoop so that the guy doubling off of him can't play the passing lane so damn easily.