Is it appropriate for Mary to kill her husband in "Lamb to the Slaughter"?

It sort of depends on what you mean by "appropriate." It is illegal. It is risky because of the danger of getting caught and sent to prison. It is cruel and animalistic behavior. It is a violation of one of the Ten Commandments, "Thou shalt not kill," and so it is sinful. Roald Dahl often wrote tongue-in-cheek stories. He didn't intend them to be taken too seriously. This story is especially funny because Mary kills Patrick with a frozen leg of lamb and then gets the policemen to eat up all the evidence.  If she killed her husband with a hammer, for instance, we would have far less sympathy for her and less enjoyment of the story. 

The only way in which Mary's action seems "appropriate" is in its being thoroughly understandable. She is six-months pregnant. She adores her husband. She works like a slave for him. And he comes home and tells her he wants a divorce! She happens to have a frozen leg of lamb in her hand, and she succumbs to a sudden impulse and bashes him over the head with it.

At that point, Mary Maloney simply walked up behind him and without any pause she swung the big frozen leg of lamb high in the air and brought it down as hard as she could on the back of his head.

We can't condone it but we can understand it, and that was probably all the author really wanted to achieve. Naturally she doesn't want to get caught. What's done is done. She has to worry about herself and her unborn baby. We can also understand her subsequent behavior. She puts the lamb in the oven at high-heat, establishes an alibi by going to the grocery store, and gets all the cops to devour the murder weapon they have been searching for. All of this has logical continuity, and we are sympathetic to Mary because of her strong motives and because we are held firmly in her point of view from beginning to end.

An author can get a reader to identify with almost any character--even a murderer--if he stays in that character's point of view and give that character a motive with which the reader can relate. With Mary, the motive we can relate to is "self-preservation." We all have that. Thus we are made accomplices, so to speak. We are the only ones besides Mary who know what she did. And we--or most of us, anyway--want to see her get away with it.