Is there anyone out there who knows if it is possible to make an automatic change of planned orders to production orders right away - or perhaps even to skip the planned orders and create pp - orders instead? 
I have a customer who want to do this (skip the manual conversion).
Perhaps it is impossible? 

To create production orders in MRP run without checking first the order proposals (planned orders) is not a recommended process at all. It is against the accepted norms in production/inventory management and its MRP-2 logic on which SAP software is also based on. 

If you have complex production - you'd have a nightmare closing all the production orders with the errors not resolved at the prior to conversion stage. On the other hand, if it is too simple production with only a handful of operations and no strict requirement of production control (which seems to be your case, for me), then please do away with production orders, and use the repetitive manufacturing where planned orders are the final. 

I am confident that a consultant who can see the need and benefit for the wisdom of planned order conversion as a separate manual process, should ALWAYS be able to convince customer. 

As always, the question is, whether you want the right shoe to fit the foot, or cut the foot to fit the shoe.

See also
Differences Between Sales BOM and Production BOM

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