Let \((a_n)_{n \in \mathbb {N}}\) be a lacunary sequence of integers satisfying the Hadamard gap condition. For any fixed dimension \(d \ge 1\) , we establish asymptotic upper bounds for the maximal gap in the set of dilates \(\{\varvec{\alpha }a_n \}_{n \le N}\) modulo 1 as \(N \rightarrow \infty \) , for Lebesgue–almost all dilation vectors \(\varvec{\alpha }\in [0,1]^d\) . More precisely, we prove that for any lacunary \((a_n)_{n \in \mathbb {N}}\) and Lebesgue–almost all \(\varvec{\alpha }\) , every convex set in \([0,1]^d\) of volume at least \((\log N)^{2}/N\) must contain an element of the set \(\{\varvec{\alpha }a_n \}_{n \le N}\) mod 1, for all sufficiently large N. We also establish a generalized version of this result, where the d-dimensional Lebesgue measure is replaced by a general measure satisfying a certain Fourier decay condition. Our result is optimal up to logarithmic factors, and recovers as a special case a recent result for dimension \(d=1\) .