There.
A old advertisment from the sequal (Lemmings 2: the Tribes)
http://infogiochi.altervista.org/database/Lemmings%202%20-%20The%20Tribes.jpg
https://i.imgur.com/mGdCNcn.jpg
The one Lemming in the ocean is CLEARLY a female one and you can see the "boobs" in a bikini. Now its official :>
The more you know - Youre welcome XD