I make water kefir but would like to try milk kefir, can I convert my water granules to milk kefir granules?
It probably won't work well, since you'll be missing the microorganisms that feed off milk sugars and what not. See this link for more details.
Just buy some milk kefir grains rather than wasting milk.
I'd guess that if you're starting with Lactaid, then water kefir grains may work better than they would in regular milk.