Je kunt het op deze manier doen, zet de waarde in variabele en selecteer het gewoon
BEGIN
DECLARE User_ID int
DECLARE Option_ID int
INSERT INTO user (field1,field2) values (value1,value2);
set User_ID = select LAST_INSERT_ID();
INSERT INTO user_option (user_id,field2) values (LAST_INSERT_ID(),value2);
set Option_ID = select LAST_INSERT_ID();
select User_ID, Option_ID
COMMIT;