Last I attempt to add Lumen support on orchestra/testbench was during Laravel 5.1 where Lumen includes the following config https://github.com/laravel/lumen-framework/blob/5.1/composer.json#L62 as explain in https://github.com/orchestral/testbench/issues/99
With 5.2 onward, it seem to be more possible to create a base TestCase, so it might be possible to do it or even create orchestra/lumen-testbench.