Export the images as separate files. LR is not supposed to be used directly with ID, as in the best case you would use raw files.
Yeah thats kind of what im doing right now, exporting it to Photoshop and saving them as PSD but with Lightroom adjustments.
So there isn't any way to save the adjustments I make in Lightroom to the PSD file without having to export it and placing it in the InDesign document again?
Unless you need to open these files in Photoshop to do edits that aren't possible in Lightroom -
use LRs Export feature (not Edit in), and export the files directly from LR.
Any edit you do will be applied to the exported file, and you can set every parameter you need in the Export dialog.
You can make presets for different sizes, and also export multiple files in one operation.