Lunt, currently on loan at Hull KR from Huddersfield, has played in two Cup finals, one for the Giants, and one while he was on loan at Leeds.
His teams lost both games to Warrington, who are Rovers’ opponents this Saturday in the semi-final at Headingley.
“I’d absolutely love to win it,” said Lunt.
“I’ve lost twice against Warrington in both finals I’ve played. My team-mates would love to win it as well. Tyrone McCarthy was on the winning side in both of those finals for Warrington, so he knows what it takes to go all the way.
“It’s a massive task. It’s always tough to beat them, regardless of whether it’s in a Challenge Cup semi-final or not.