Don Lemon thinks there may have been some shady dealings with the grand jury proceedings that led to his indictment ... and he's comparing his federal prosecution to something you might see in Russia, China, or Iran. The former CNN anchor wants his legal team to get their paws on the transcripts from the grand jury proceedings in his case to see if the government misled jurors into charging him with federal crimes ... according to new legal docs obtained by TMZ. Don seems to think there's a