Neither Rollup nor Webpack 2 will tree-shake Lodash properly. The best option at the moment is babel-plugin-lodash.
Back to plan A: Don't use Lodash in client code unless I'm willing to use the whole thing (so that I can get the chaining optimizations, which cherry picking doesn't support anyway).
Babel works great without shims in modern enviros (I don't use shims in my projects).