I've tested it out on the X-T1 and it works fine, you have to set up a watch folder in Lr and for that to happen you'll need one image in there [don't ask] but once that is done you are good to go, just have a play about with how you want the images to pop up on the computer, A>Z, full screen etc...
For speed set your camera to JPEG F Medium and transfer the JPEG files only to the computer. The raws you can keep on the SD and import them later. If you end up picking on with the chef on the fly there is a plugin that will copy your settings, like flag colour or star rating, from the JPEGs to the matching raw files in Lr for you so no time spent fretting over that.
Looks like I'll be back tethering soon, with my X-PRO2, when the next update arrives, proof that if you grump enough Fuji will listen 