List comprehension with nested loops and if condition, and membership to the new list

Here is my regular nested loop with if condition, and membership to the new list:

wordlist = ["micro", "macro", "stats"]
letterlist = []

for aword in wordlist:
    for aletter in aword:
        if aletter not in letterlist:  
            letterlist.append(aletter)
print(letterlist)

Which prints out the letters without duplicates: ['m', 'i', 'c', 'r', 'o', 'a', 's', 't']

When I try to do the same using list comprehension, I can only get through the nested loops:

wordlist = ["micro", "macro", "stats"]
letterlist = [aletter for aword in wordlist for aletter in aword]
print(letterlist)

This prints all letters with duplicates: ['m', 'i', 'c', 'r', 'o', 'm', 'a', 'c', 'r', 'o', 's', 't', 'a', 't', 's']

This does not work unfortunately:

wordlist = ["micro", "macro", "stats"]
letterlist = [[if aletter not in letterlist] for aword in wordlist for aletter in aword]

Question: How do I perform the perform the nestloop with if statement using list comprehension based on my above example?

Thanks in advance