Lattice embeddings in percolation

Does there exist a Lipschitz injection of $\mathbb{Z}^d$ into the open set of a site percolation process on $\mathbb{Z}^D$, if the percolation parameter p is sufficiently close to 1? We prove a negative answer when d=D and also when $d\geq2$ if the Lipschitz constant M is required to be 1. Earlier work of Dirr, Dondl, Grimmett, Holroyd and Scheutzow yields a positive answer for d