Since 1.7f-7, you can do:
 
set listname digest
set listname mail
 
When switching  from digest to  mail, there is a  risk of not  seeing the
messages accumulated between the time the  last digest was issued and the
time you issue the command. So  LISTSERV mails you the current digest. It
works the same  for indexes, but not when switching  from digest to index
and vice-versa.  In that  case you  only change  your preference  for the
delivery format, and don't lose any message.
 
  Eric