How can I create a shortcut to open Safari PDF in Preview?
General tab in Safari preferences. 


  Open “safe” files after downloading
  
  In Safari, automatically open the listed types of files but not software.


https://support.apple.com/en-in/guide/safari/ibrw1072/12.0/mac/10.14.5
I don't know if you count right click as "hunting around", but you can right click on an empty part of the PDF and select "open with preview". Note that the point of click shouldn't be surrounded by content of the PDF.
You can always use Automator with or without AppleScript to do the same and then bind a shortcut with that Service/ Quick Action.