I have never heard of using lard in puff pastry. Some commercial pp contains shortening rather than butter, though, so probably you could use it, but why?
Butter is a savory ingredient. I would go with that.
I have a feeling the lard might make it flaky enough to fall apart.
Ask Shirley Corriher or check her book, "Bakewise."
Wine is the food that completes the meal.