From my limited understanding, I don't think you want to go straight to the lava rock or "bonsai mix." You're going to be trimming the roots as well as the top... in particular, you're going to be severely shortening the main root or taproot. You need to give that root time & encouragement & TLC so it grows new strong lateral roots to support the bonsai. So, after pruning, pot up in "regular" good potting mix, in a "normal" depth container. Shift gradually to the coarse bonsai mix, and don't move the plant abruptly to a shallow container. After pruning, it's probably also good to increase humidity around the top of the plant -- not letting it sit in soggy soil, but putting it on a tray with gravel & water, or even tenting it with a plastic bag if needed to keep the leaves "crisp" (as with cuttings, don't let the plastic touch the leaves, and keep it in indirect light).
As Sharon said, there are a lot of how-to's online... keep in mind that you don't want to give the plant too many shocks at once, so you're not going to go from "leggy plant in the ground" to "perfect potted bonsai" in a week, or even in a month. Good bonsais take years to develop.
