Piercings are totally fine with any kind of lolita! I can think of few lolitas have facial piercings actually, off the top of my head I can think of katzixx and candiesandlaces that both wear a number of different styles well.
Well I don't see why not xD
I have a manroe I just have a cute pink ball and cute little studds when I will wear my dresses :3
Tons of lolis have some and tbh it kinda gives them their own kinda of thing so not every Loli looks like the other well thats my opinion anyway xD
If lolitas of various styles in Japan/the US/Europe/whatever have them, then you can too. Seriously, don't let it bother you; if someone says something, well, they might be a little too serious about some rules (IS there a rule on piercings?!).