Set the second lemming as a Blocker. Then the one going on ahead will Bash through the wall and then Build a bridge to the exit, starting from the very edge so that he will hit the wall and turn around. When he turns around, have him Mine under the Blocker to set him free. Let the mob walk to the exit, then make the last one in line Mine through the very end of the bridge. Then make both of the Miners Climb to the exit.
In a poll on the Lemmings Forums asking fans to nominate their favorite levels, this level emerged as the overall winner. This is also one of the four levels in the game that requires you to use all the given skills to win (its previous version being another).