I believe you want to use something that if chemically 'basic' as pepper would be acidic. I would not use lemon as it is acidic. Milk would probably be better.
This is taken from a website on how to neutralize pepper spray:
"Though there is no way of completely neutralizing pepper spray, its effect can be minimized or stopped. As veteran chili-eaters know, capsicum is not soluble in water, and even large volumes of it will have little to no effect. It is, however, soluble in fats and oils, but of course it will already be in oil form when sprayed on a victim. Nevertheless, the most effective solution is a combination of milk, honey, a mild detergent and a little baking soda; it will soothe the area and remove the chemical somewhat - however, only a tiny amount is required to continue burning."
UC