Installing Lineage OS (or most custom ROMs) isn't hard. It's getting the phone to the state to accept custom ROMs that might be tricky.
I think Xiaomi's process is actually quite painless, once you get the boot unlocker working. I remember they make people wait to get the unlock going, did that happen to you?
I personally preferred the Twrp custom recovery route for loading ROMs, it makes it pretty quick and easy. Also good if you like trying out ROMs!