Lionhead's can be found in the second stage
Once you've killed one it'll be added to your Bestiary access from the main screen and you can see you body count.
They'll be sparse at first, but as you climb up in minutes, you'll have the whole screen swarming with them.
It was one or two stage completions for me before I hit the 3k mark, YMMV depending on how late into the stage you can make it. I've gone through the library in full twice and a two partial runs, I'm sitting at 8,266 Lionhead kills.
Standard killing tactics apply, they go down fairly easy.
Screenshot here for what they look like and thei Bestiary entry: