I customized mine back when our walmart shelves were covered up in Lily Blossoms. One one hand, rare pony, on the other? This is a grooms gift that he's going to cherish way more than if you'd left her as Lily. If you have more time to play around, definitely check out some tutorials on rehairing, it's easier than you think. I started with a fakie and dollar tree headband hair just to see if I could do it.
This is what I think. Is she worth more than a bait? Of course, she's worth a pretty penny. But some of that is because people already bought one and customized them! So it's not like you'd be the first (or even hundredth!) person to bait their Lily Blossom.
So, IMHO, do with your pony whatever you'd like; she's your property, and if she is worth more to you as a groom's gift than as a Lily Blossom, then do that. Just know what you are doing; you are baiting a pony worth $15-30, and if that is worth it to you, then do it!
In the end, she's your property, and you should do whatever makes you happiest.