How to insert file data into a bytea postgres column?

To insert file data into a bytea postgres column - as superuser:

create or replace function bytea_import(p_path text, p_result out bytea) 
                   language plpgsql as $$
declare
  l_oid oid;
begin
  select lo_import(p_path) into l_oid;
  select lo_get(l_oid) INTO p_result;
  perform lo_unlink(l_oid);
end;$$;
lo_get was introduced in 9.4 so for older versions you would need:
create or replace function bytea_import(p_path text, p_result out bytea) 
                   language plpgsql as $$
declare
  l_oid oid;
  r record;
begin
  p_result := '';
  select lo_import(p_path) into l_oid;
  for r in ( select data 
             from pg_largeobject 
             where loid = l_oid 
             order by pageno ) loop
    p_result = p_result || r.data;
  end loop;
  perform lo_unlink(l_oid);
end;$$;
then:
insert into my_table(bytea_data) select bytea_import('/my/file.name');