Insert inline code block in Latex document

It is possible, and here is one way do it. (This code is an excerpt from a package I maintain and for some reason, realboxes must be loaded after xcolor whereas in my package, which loads several other packages, that is not the case and I'm not yet sure why.)

The background color is an argument to the Colorbox command.

% !TEX program = lualatexmk
% !TEX encoding = UTF-8 Unicode

documentclass{article}
usepackage{listings}
usepackage{xcolor}
usepackage{realboxes} % needed for Colorbox

definecolor{gsbggray}     {rgb}{0.90,0.90,0.90} % background gray
definecolor{gsgray}       {rgb}{0.30,0.30,0.30} % gray
definecolor{gsgreen}      {rgb}{0.00,0.60,0.00} % green
definecolor{gsorange}     {rgb}{0.80,0.45,0.12} % orange
definecolor{gspeach}      {rgb}{1.00,0.90,0.71} % peach
definecolor{gspearl}      {rgb}{0.94,0.92,0.84} % pearl
definecolor{gsplum}       {rgb}{0.74,0.46,0.70} % plum
lstdefinestyle{vpython}{%                       % style for listings
  backgroundcolor=color{gsbggray},%             % background color
  basicstyle=footnotesize,%                     % default style
  breakatwhitespace=true%                        % break at whitespace
  breaklines=true,%                              % break long lines
  captionpos=b,%                                 % position caption
  classoffset=1,%                                % STILL DON'T UNDERSTAND THIS
  commentstyle=color{gsgray},%                  % font for comments
  deletekeywords={print},%                       % delete keywords from the given language
  emph={self,cls,@classmethod,@property},%       % words to emphasize
  emphstyle=color{gsorange}itshape,%           % font for emphasis
  escapeinside={(*@}{@*)},%                      % add LaTeX within your code
  frame=tb,%                                     % frame style
  framerule=2.0pt,%                              % frame thickness
  framexleftmargin=5pt,%                         % extra frame left margin
  %identifierstyle=sffamily,%                    % style for identifiers
  keywordstyle=sffamilycolor{gsplum},%         % color for keywords
  language=Python,%                              % select language
  linewidth=linewidth,%                         % width of listings
  morekeywords={%                                % VPython/GlowScript specific keywords
    __future__,abs,acos,align,ambient,angle,append,append_to_caption,%
    append_to_title,arange,arrow,asin,astuple,atan,atan2,attach_arrow,%
    attach_trail,autoscale,axis,background,billboard,bind,black,blue,border,%
    bounding_box,box,bumpaxis,bumpmap,bumpmaps,camera,canvas,caption,capture,%
    ceil,center,clear,clear_trail,click,clone,CoffeeScript,coils,color,combin,%
    comp,compound,cone,convex,cos,cross,curve,cyan,cylinder,data,degrees,del,%
    delete,depth,descender,diff_angle,digits,division,dot,draw_complete,%
    ellipsoid,emissive,end_face_color,equals,explog,extrusion,faces,factorial,%
    False,floor,follow,font,format,forward,fov,frame,gcurve,gdisplay,gdots,%
    get_library,get_selected,ghbars,global,GlowScript,graph,graphs,green,gvbars,%
    hat,headlength,headwidth,height,helix,hsv_to_rgb,index,interval,keydown,%
    keyup,label,length,lights,line,linecolor,linewidth,logx,logy,lower_left,%
    lower_right,mag,mag2,magenta,make_trail,marker_color,markers,material,%
    max,min,mouse,mousedown,mousemove,mouseup,newball,norm,normal,objects,%
    offset,one,opacity,orange,origin,path,pause,pi,pixel_to_world,pixels,plot,%
    points,pos,pow,pps,print,print_function,print_options,proj,purple,pyramid,%
    quad,radians,radius,random,rate,ray,read_local_file,readonly,red,redraw,%
    retain,rgb_to_hsv,ring,rotate,round,scene,scroll,shaftwidth,shape,shapes,%
    shininess,show_end_face,show_start_face,sign,sin,size,size_units,sleep,%
    smooth,space,sphere,sqrt,start,start_face_color,stop,tan,text,textpos,%
    texture,textures,thickness,title,trail_color,trail_object,trail_radius,%
    trail_type,triangle,trigger,True,twist,unbind,up,upper_left,upper_right,%
    userpan,userspin,userzoom,vec,vector,vertex,vertical_spacing,visible,%
    visual,vpython,VPython,waitfor,white,width,world,xtitle,yellow,yoffset,%
    ytitle%
  },%
  morekeywords={print,None,TypeError},%          % additional keywords
  morestring=[b]{"""},%                          % treat triple quotes as strings
  numbers=left,%                                 % where to put line numbers
  numbersep=10pt,%                               % how far line numbers are from code
  numberstyle=bfseriestiny,%                   % set to 'none' for no line numbers
  showstringspaces=false,%                       % show spaces in strings
  showtabs=false,%                               % show tabs within strings
  stringstyle=color{gsgreen},%                  % color for strings
  upquote=true,%                                 % how to typeset quotes
}%

newcommand*{pythonline}[1]{Colorbox{gsbggray}{lstinline[style=vpython]{#1}}}

begin{document}

You can type pythonline{print("Hello, world!")} as your first program.

end{document}

UPDATE:

Here is a variant showing how to use tcolorbox to achieve your, hopefully, desired results. Play with the options!

% !TEX program = lualatexmk
% !TEX encoding = UTF-8 Unicode

documentclass{article}
usepackage{listings}
usepackage{xcolor}
usepackage{realboxes} % needed for Colorbox
usepackage[most]{tcolorbox}

definecolor{gsbggray}     {rgb}{0.90,0.90,0.90} % background gray
definecolor{gsgray}       {rgb}{0.30,0.30,0.30} % gray
definecolor{gsgreen}      {rgb}{0.00,0.60,0.00} % green
definecolor{gsorange}     {rgb}{0.80,0.45,0.12} % orange
definecolor{gspeach}      {rgb}{1.00,0.90,0.71} % peach
definecolor{gspearl}      {rgb}{0.94,0.92,0.84} % pearl
definecolor{gsplum}       {rgb}{0.74,0.46,0.70} % plum
lstdefinestyle{vpython}{%                       % style for listings
  backgroundcolor=color{gsbggray},%             % background color
  basicstyle=footnotesize,%                     % default style
  breakatwhitespace=true%                        % break at whitespace
  breaklines=true,%                              % break long lines
  captionpos=b,%                                 % position caption
  classoffset=1,%                                % STILL DON'T UNDERSTAND THIS
  commentstyle=color{gsgray},%                  % font for comments
  deletekeywords={print},%                       % delete keywords from the given language
  emph={self,cls,@classmethod,@property},%       % words to emphasize
  emphstyle=color{gsorange}itshape,%           % font for emphasis
  escapeinside={(*@}{@*)},%                      % add LaTeX within your code
  frame=tlrb,%                                     % frame style
  framerule=2.0pt,%                              % frame thickness
  framexleftmargin=5pt,%                         % extra frame left margin
  %identifierstyle=sffamily,%                    % style for identifiers
  keywordstyle=sffamilycolor{gsplum},%         % color for keywords
  language=Python,%                              % select language
  linewidth=linewidth,%                         % width of listings
  morekeywords={%                                % VPython/GlowScript specific keywords
    __future__,abs,acos,align,ambient,angle,append,append_to_caption,%
    append_to_title,arange,arrow,asin,astuple,atan,atan2,attach_arrow,%
    attach_trail,autoscale,axis,background,billboard,bind,black,blue,border,%
    bounding_box,box,bumpaxis,bumpmap,bumpmaps,camera,canvas,caption,capture,%
    ceil,center,clear,clear_trail,click,clone,CoffeeScript,coils,color,combin,%
    comp,compound,cone,convex,cos,cross,curve,cyan,cylinder,data,degrees,del,%
    delete,depth,descender,diff_angle,digits,division,dot,draw_complete,%
    ellipsoid,emissive,end_face_color,equals,explog,extrusion,faces,factorial,%
    False,floor,follow,font,format,forward,fov,frame,gcurve,gdisplay,gdots,%
    get_library,get_selected,ghbars,global,GlowScript,graph,graphs,green,gvbars,%
    hat,headlength,headwidth,height,helix,hsv_to_rgb,index,interval,keydown,%
    keyup,label,length,lights,line,linecolor,linewidth,logx,logy,lower_left,%
    lower_right,mag,mag2,magenta,make_trail,marker_color,markers,material,%
    max,min,mouse,mousedown,mousemove,mouseup,newball,norm,normal,objects,%
    offset,one,opacity,orange,origin,path,pause,pi,pixel_to_world,pixels,plot,%
    points,pos,pow,pps,print,print_function,print_options,proj,purple,pyramid,%
    quad,radians,radius,random,rate,ray,read_local_file,readonly,red,redraw,%
    retain,rgb_to_hsv,ring,rotate,round,scene,scroll,shaftwidth,shape,shapes,%
    shininess,show_end_face,show_start_face,sign,sin,size,size_units,sleep,%
    smooth,space,sphere,sqrt,start,start_face_color,stop,tan,text,textpos,%
    texture,textures,thickness,title,trail_color,trail_object,trail_radius,%
    trail_type,triangle,trigger,True,twist,unbind,up,upper_left,upper_right,%
    userpan,userspin,userzoom,vec,vector,vertex,vertical_spacing,visible,%
    visual,vpython,VPython,waitfor,white,width,world,xtitle,yellow,yoffset,%
    ytitle%
  },%
  morekeywords={print,None,TypeError},%          % additional keywords
  morestring=[b]{"""},%                          % treat triple quotes as strings
  numbers=left,%                                 % where to put line numbers
  numbersep=10pt,%                               % how far line numbers are from code
  numberstyle=bfseriestiny,%                   % set to 'none' for no line numbers
  showstringspaces=false,%                       % show spaces in strings
  showtabs=false,%                               % show tabs within strings
  stringstyle=color{gsgreen},%                  % color for strings
  upquote=true,%                                 % how to typeset quotes
}%

newcommand*{pythonline}[1]{Colorbox{gsbggray}{lstinline[style=vpython]{#1}}}
DeclareTotalTCBox{tcbpythonline}{ m }{%
  leftrule=0.1mm,%
  rightrule=0.1mm,%
  toprule=0.1mm,%
  bottomrule=0.1mm,%
  sharp corners,%
  top=0pt,%
  bottom=0pt,%
  left=0pt,%
  right=0pt,%
  tcbox raise base,%
  boxsep=1.0mm,%
  nobeforeafter,%
  }{lstinline[style=vpython]{#1}}

begin{document}

You can type pythonline{print("Hello, world!")} as your first program.

You can type tcbpythonline{print("Hello, world!")} as your first program.

end{document}