Loss of Lemmings: Zero
``First'', ``second'', etc. refer to the order the Lemmings originally emerge from the hatch.
Make the second Lemming into a Twister just before it is about to reflect. When the first Lemming arrives left of the hatch, make it into a Stacker. Delay the third Lemming by making it into a Platformer. Use Super Lemming to fly the stacker back into the horde. Carefully burrow the twister upwards and towards the exit with the Fan.