Regular PLA filament works perfectly fine for lost filament printing, since you can essentially print something that's nearly hollow (the print only has to be strong enough to be cast in plaster without deforming) so prints with 10% or so infill will work. This greatly limits the amount of material that needs to be burnt out.
They do sell filament specifically designed for lost wax casting: https://www.machinablewax.com/product.php?product=52 but I'm unsure about how easy it is to print with that filament.
Here's a decent instructable on the subject. https://www.instructables.com/id/3D-...ing-Aluminium/