I have a similar problem. I am trying to create a matlab-style plot with a line plus marker on top. Since there is no natural way to do this in bokeh, I create it using two glphys:
p.line(xdata, ydata)
p.circle(xdata, ydata)
However, now both glyphs appear in the legend separately and I need to select them separately for hiding/showing. Is there a way to change this behavior?