Denver to Lyon Best airport to connect through -Frankfurt ?

I try to avoid Frankfurt if possible, but just be sure to have an ample layover time--airlines often give you an hour or so, and it can be an iffy proposition to transfer there. They also might be doing major construction.

I believe only Air France gives the option of including the rail ticket from CDG to Lyon Part Dieu. United gives the option of connecting in Frankfurt, but you could also connect via Munich which is a better airport IMO.

From DEN the main direct flights to Europe are, daily flights to Munich on both UA and LH, daily to FRA on LH, daily to LHR on BA and twice daily to FRA & LHR on UA. Additionally, the other direct flights are Air France to CDG, Aer Lingus to Dublin, Turkish to Istanbul and Edelweiss to Zurich but these are not daily.

Like the prior poster, I would try and connect in MUC if you have good options. Much easier airport for connections than the other possible options though you may be able to get a train from Paris if you fly in on AF

Apart from any desired options for getting miles, etc., if you can
get a non-stop to Paris and then take the train direct from CDG to
Lyon, that is the most efficient way to get there.

A flight connection will eat up more time than the train, which is
2 hours from CDG to Lyon.

I would not worry about the cost of the train ticket, it's not very
expensive if you buy early.

Only thing to be careful of is that some trains go to Lyon Airport,
which is pretty far out of the city. Of course, if you take a connecting
flight, that is where you will end up also.

With the Air France ticket, the train leg is part of the ticket, so you are protected in case of a late arriving flight. That would not be the case if you bought a ticket separately.