Lanthanide　(Ln(3+))-doped　photon　avalanche　(PA)　upconversion　nanoparticles　(UCNPs)　have　great　prospects　in　many　advanced　technologies;　however,　realizing　efficient　PA　luminescence　in　Ln(3+)-doped　UCNPs　remains　challenging　due　to　the　deleterious　surface　and　lattice　quenching　effect.　Herein,　we　report　a　unique　strategy　based　on　the　pyrolysis　of　KHF2　for　the　controlled　synthesis　of　aliovalent　Ln(3+)-doped　KMgF3　UCNPs,　which　can　effectively　protect　Ln(3+)　from　luminescence　quenching　by　surface　and　internal　OH-　defects　and　thereby　boost　upconversion　luminescence.　This　enables　us　to　realize　efficient　PA　luminescence　from　Tm3+　at　802　nm　in　KMgF3:　Tm3+　UCNPs　upon　1064　nm　excitation,　with　a　giant　nonlinearity　of　similar　to　27,　a　PA　response　time　of　281　ms,　and　an　excitation　threshold　of　16.6　kW　cm(-2).　This　work　may　open　up　a　new　avenue　for　exploring　highly　nonlinear　PA　luminescence　through　aliovalent　Ln(3+)　doping　and　crystal　lattice　engineering　toward　diverse　emerging　applications.