The Wild defeated the Golden Knights for the fifth straight time and are 5-1-1 against them this season. The teams play for the final time Wednesday.
Joel Eriksson Ek gave Minnesota a 1-0 lead on the rush at 3:36 of the first period with a shot that went through Lehner's five-hole.
Shea Theodore tied it 1-1 at 4:29 from the right face-off circle off a cross-ice pass from Stone. The Wild challenge for goaltender interference was unsuccessful.
On the resulting power play, Martinez scored with a wrist shot from the right circle to give the Golden Knights a 2-1 lead at 6:05.
"I have to continue to play for my team," Talbot said. "… For [Eriksson Ek] to get a big goal to start the game and get the crowd into it, that call really deflates us. And then they score on the power play and all of a sudden it's a 2-1 hockey game for them.
"But I've got to keep my composure back there and play for the other 19 guys on the bench. I did everything in my power to not let it affect me and go out there and make the saves that I needed to. I still wasn't happy with my overall game tonight, but I thought I played pretty well in the third, and guys did a heck of a job coming back and battling for me."
Bonino tied it 2-2 at 7:48 on the rebound of Matt Dumba's shot that went off Lehner's glove.
Alex Tuch put Vegas ahead 3-2 at 12:20. Peyton Krebs, making his NHL debut, assisted on the goal for his first point.
Stone increased the lead to 4-2 from the high slot at 6:48 of the second period.
Bonino deflected a Jared Spurgeon shot for a 5-on-3 power-play goal to cut it to 4-3 at 8:44.
Jonathan Marchessault made it 5-3 at 16:04 off a pass from Martinez on a 3-on-2.
"When we forced them to play defense, that's where we excelled," said Stone, the Golden Knights captain. "We scored five goals tonight and the main reason was we were playing in their end. When we got caught out in our zone, them buzzing around, that's when they were tough."
Fiala cut it to 5-4 on a rebound in front at 10:49 of the third.
"We all enjoy being around each other. We're having fun," said Spurgeon, the Wild captain. "And each day we come to the rink, we're working hard and, like I said, enjoying it. So we're trying to play these games out as the key games and go into playoffs playing well and everyone feeling good about themselves. So winning is always fun."