Are you asking how well lentiviruses will infect CHO cells as opposed to 293s, or if transgene expression levels will differ?
For both questions, the answer is basically try it and see. Not many cells infect as efficiently as 293s and the question of expression really depends on how many viruses you can get into each cell and where the provirus integrates. If you're going to be selecting with Puro you don't need super high level expression anyway.
In general, the Lentivirus will infect most cells and there should not be any problem getting the number of cells infected. You may want to use Polybrene or Trandux to increase virus infectivity. I am not sure how toxic your gene of interest would be, that you will get to know only after you perform the experiment.