Can I remove the targeted creature in response to Lukka, Coppercoat Outcast's -2 ability?
Yes, if the targeted creature becomes an illegal target for any reason before the ability resolves, the ability will not do anything.
Lukka's -2 is a targeted ability. The legality of its only target is checked again as part of resolving it. If you destroyed the creature, or it became an illegal target for any other reason, the ability will simply leave the stack and no part of the ability will do anything.


Resolving Spells and Abilities



608.2b If the spell or ability specifies targets, it checks whether the targets are still legal. [..] If all its targets, for every instance of the word “target,” are now illegal, the spell or ability doesn’t resolve. It’s removed from the stack and, if it’s a spell, put into its owner’s graveyard.