Following works, (copy & paste into R)
a=123
plot(1,1)
legend(\'bottomleft\',legend=bquote(theta == .(a)))
I want to have multiple item
To coerce the original list of calls to expressions it is not necessary to use sapply(). It suffices to use as.expression() only for one of the components within the c() construct:
plot(1,1)
legend("bottomleft",
c(as.expression(bquote(theta == .(a))), bquote(theta == .(a))))
c() will then automatically coerce the whole list, to the expression class.