No, they never did. There were cunning plans put forward to MOD about how they could be modified with a Y adapter to carry AIM-9G and go south, but they came to nothing.
They did think about it again about three years later; I was involved in the feasability study which went along the lines of:
Oi, can you bung 'winders on a Lightning?
Nope.
Well, can you at least look into it.
Ok.
(three months later)
Can you bung 'winders on a Lighning?
Nope.
Ok.