We may define "lemmata" as the plural of lemma. It is "a proven proposition which is used as a stepping stone to a larger result rather than as a statement of interest by itself". However, nowhere is it mentioned if "lemma" is a proper noun.
Let us explore that from a purely English perspective. Wikipedia: "A proper noun is a noun that in its primary application refers to a unique entity". Is a lemma a unique entity? Consider Zorn's Lemma. We capitalize the "l" in "Zorn's Lemma" since it is unique. However, when referring to a general lemma, we don't capitalize the "l". Therefore, we may conclude that a lemma is a proper noun if it is unique. Lemmata in general are not unique. For example, we may consider the set $\{\text{Lemmata in Mathematics}\}$. An arbitrary choice of two lemmas would allow us to write "Lemmata", since the chosen lemmas are two unique lemmas in $\{\text{Lemmata in Mathematics}\}$. If we were to consider the set of lemmata proposed by a single person, say Darth Vader, then we would capitalize the lemmata to get "Varth's Lemmata $\subset\{\text{Lemmata in Mathematics}\}$", the reason being that lemmata are proper nouns if they are unique, in this case meaning made by Vader. In your example, you've got Lemma Bob and Lemma Cthulhu, which you can rewrite as Cthulhu and Bob's Lemmata.