I can't think of any reason to mulch lavender with anything. I'd just leave it as it is, neither changing nor removing what you have put down there already. Lavender will grow in clay as long as it has reasonable drainage.

Thanks, the reason why we are mulching is becauase my husband has nicked it a few times getting too close with the weed eater, and letting the grass grow in between and around it looks very unsightly,

Oh, I see, I had assumed your lavenders were in a cultivated area.

No, just a little patch of area beside the driveway. We only have 4 growing there right now.

Even mulching requires you to occasionally pull weeds/grass. I personally would under plant with something else rather than mulch but to each their own preference.

FataMorgana

Bark might be better than sand, but I don't like how it gets into your gloves. My mom has a lot of success with bark mulch, though.

What kind of lavender did you buy? Hidcote and Munstead are hardy to zone 4 or 5 and don't need a winter mulch, but other lavenders might need some protection from winter cold and snow.