Create a simple makefile, called Makefile_happysrcs:

HAPPY = happy
HAPPY_OPTS = 

all: MyParser.y

%.hs: %.y
	$(HAPPY) $(HAPPY_OPTS) $< -o $@

Create a macro in GHCi to replace the :reload command, like so (type this all on one line):

:def rh (\_ -> System.system "make -f Makefile_happysrcs"
   >>= \rr -> case rr of { System.ExitSuccess -> return ":reload" ; 
                           _ -> return "" })

Use :myreload (:my will do) instead of :reload (:r).