Hmmm. While they may very well work, if I were you I'd cook some up & taste them first before adding them to a large dish like lasagna. Mustard greens, unlike broccoli, can be quite spicy, strong, & mustardy. If you've never had them before, again, you may want to saute some up first for a taste before commiting them to something like lasagna.
Add to that the fact that I've never heard of any lasagna recipes using mustard greens leaves me to believe there may be a good reason - lol!!