Which airlines fly to Dijon

<<You would need to pay for one ticket from CDG to Lyon, and another from Lyon to Dijon>>

No. It's easy as pie to reserve the whole voyage in one fell swoop. You will end up with two ticket segments, but it's not rocket science.

And changing trains in Lyon isn't a headache, either, no more so than changing trains anywhere in France. You always have to push your way through people to get to your next platform. You're making this out to sound way more difficult than it is.

And the Air France shuttle is no longer called Les Cars Air France, hasn't been for a year or two. They are now Le Bus Direct. Sounds like your information is out of date.

I confirm that there are no more commercial flights from and to Dijon unfortunately. If your flight lands in the afternoon and you don't bother waiting at the airport, there is a direct TGV leaving at 8pm arriving at 10pm in Dijon.
If you ever land in London, you may also take the Eurostar+TGV (best thing is to change in Lille not in Paris). Use SNCF website for the whole trip, better value than Eurostar+SNCF.
Good luck and bon voyage!

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