It's very complicated if you go the "actual" route and for lemmings games it is still complicated in game development software. Still, if you were to make a lemmings fangame from scratch, I would suggest you learn a cross-platform programming language such as Java or Python. It's more complicated, but being able to run the game on any operating system that supports the programming language is a definite plus. There's actually a version of Python for the Amiga.
WINE and similar projects are making this better, though, by allowing us to run Windows programs in Linux. But last time I made a game in MMF, it ran slowly in WINE, which is something that really makes me want to learn how to program. And for those of you who really don't believe that I did such I thing, I'll point you to the exe (in a PM however). I may release the .mfa or whatever the file extension it uses is too, but the first testing release was as far as a got before shifting efforts to learning Python and Pygame and programming it.
So, if anyone wants to see that, PM me
Anyways, good luck with whatever you wish to make.