Sorry, I meant indirect, not lexical, and have updated the original post appropriately. If the only issue you wish to resolve is removing the warning, it's probably best to use

BEGIN {
  no warnings qw(once);
  open(MESSAGES,'>msg.txt') or die "$!";
}
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since the warning removal will be scoped to the begin block and will only affect the known warning (see perllexwarn for the list of warning categories). Use of our will also suppress the warning and maintain global scope. Global scope can also be accomplished with package variables (open($main::messages,'>', 'msg.txt') or die "$!";), but this will still display the once warning, as well as will have precedence issues w/o the parentheses.