Yes, they love Lilium, too. They probably wouldn't eat the daffodils but it likely wouldn't deter them from eating anything else nearby.
I actually had pine voles eat a Gloriosa Lily (Gloriosa rothschildiana) tuber despite the fact that they are deadly toxic. Shortly after I found the half-eaten tuber, I found a dead vole and another in the throes of death nearby. I'm guessing that they regretted that snack!
