Can I protect a dimmer switch circuit with a GFCI outlet?
If the GFCI receptacle you're branching from is on the small appliance branch circuit, you're not allowed to use that circuit to supply any other outlet (that is not a floor, wall, or countertop receptacle outlet serving the kitchen, pantry, breakfast room, dining room, or similar area of a dwelling unit).

National Electrical Code 2014
Chapter 2 Wiring and Protection.
Article 210 Branch Circuits.
210.52 Dwelling Unit Receptacle Outlets.
(B) Small Appliances.
(2) No Other Outlets. The two or more small-appliance branch circuits specified in 210.52(B)(1) shall have no other outlets.

So you won't be able to draw your power from there.
Other than that, there's no problem providing GFCI protection to lights.