PhotoLab wants an unaltered raw file for best results, and the high end denoising options are only available to raw files too.
The way to go is really to do denoising and optical corrections and save the result as DNG. Then, you import those DNGs with Lightroom.
I advise to use the export to disk option. Export to Lightroom can be sluggish, as can be roundtripping the files from Lr to DPL and back due to some issues with the current plugins.