The title of this great short story by Roald Dahl is a classic example of the irony that lies therein. Of course, as your question shrewdly observes, the lamb in the title can be very strongly related to Mary Maloney. Note how when we first meet her in the short story, we are presented with a model housewife who is absolutely devoted to her husband. Consider the following quote:
She loved to luxuriate in the presence of this man, and to feel--almost as a sunbather feels the sun--that warm male glow that came out of him to her when they were alone together.
She is definitely a "lamb" in her innocence and her devotion to him, sickeningly so. However, it is a classic example of situational irony that this "lamb" is able to then think of how to commit the perfect murder, giving herself an alibi and ensuring that the murder weapon disappears forever and using cunning psychology to outwit the police officers who look around. The Mary Maloney who darkly "giggles" at the end of the story is a very different character from the one who started. Murder has changed her from a lamb into something very different. Whilst we can definitely find parallels between the lamb of the title and Mary Maloney at the beginning of the story, it is hard to avoid the fact that the real "lamb" in the story who has been slaughtered is her husband.