This question has lots of different answers depending on exactly what you want to know, I'll ask it in a few different ways and provide answers to them
Does the color of a photon change its energy content?
Yes, color is the result of how energetic a photon is, red is low energy compared to blue, so a single blue photon contains more energy than a single red photon.
Does the color influence how much energy is transferred to an object?
Yes, the color of an object is the result of white light hitting it and it reflecting back that color. For example leaves are green because they reflect green light while absorbing most others. In a way the color of an object is the color that the object rejects. So if you have a blue object it will reflect the blue laser more than the red one, so the red laser will heat it more because it's being absorbed.
Which color heats lead the most?
That is a very interesting question, to know this you need to look at the absorption spectrum of the material, i.e a graph showing you which wavelengths are more absorbed by the material, so if I'm reading correctly the spectral lines in the wiki page for lead https://en.m.wikipedia.org/wiki/Lead it seems a cyan/greenish laser would be most effective in heating it (or I might be reading it completely opposite and that is the least effective color for heating lead)
Does a blue laser produces more energy than a red laser?
It depends, lasers emit photons, and while a single blue photon contains more energy than a single red photon, thousands of red photons contain more energy than a single blue photon. So it depends on how many photons each laser emits, if it's the same amount then yes blue lasers will output more energy, but that's not a given. In fact while I'm not intimately familiar with the physics of lasers, if we asume a perfect energy conversion from electricity to photons if two lasers use the same energy input they should have the same energy output, which would mean less photons for the blue laser.