Its totaly ok to use a piece of lettuce but one must be sure that it was triple checked for bugs, because if the bugs are Jewish they cannot come in contact with your blood in fear that they may consume some of it. Also you who are Jewish and asking this question may inhale some bugs as you are stopping the bleed.
Also the Avashzel holds that you can only use lettuce to stop the blood if its Romaine lettuce and if you use a kazayis similar to that of Maror required at the seder. The rabchan his talmud goes even further to say if you go with the Shita of the Avashzel you are required to add a teaspoon of ground horseradish as you apply the lettuce to your nose. The rabcha says on this that that is true but you also are required to use a tablespoon of Charoses and kids between 9 and pre-bar Mitzvah should also use some sugar. The Rabyozev holds very different than these opinions and says a hard piece of matzah is preferable to use than lettuce however if one is sensitive to the harsh nature of matzah he should resort to using any kind of lettuce or even spinach or broccoli.