To expand a little bit, a lambda is also known as an anonymous function or closure. It's a function defined inline with no name, and that can optionally import some variables from the scope it's defined in. In C++ they are quite useful with the algorithms in STL, so you can call things like std::for_each with the handler defined inline and having access to local scope. Also excellent in cases like OP's where there is an event library that expects 'function pointers' as handlers, and you're gonna need lots of them, which gets cumbersome if you have to declare and name them when all they do is change one variable in the class or something.
They're a convenience more than anything else, but very happy they are now (hah...for 9 years now) in C++. With lambdas, the auto type (type inference), constexpr and static if, initializer lists, proper fixed size arrays, 'foreach' (called 'range based') loops... I could probably go on... C++11 is pretty compelling for embedded too, there are a lot of quality of life advantages over C once you get a handle on this stuff, and it doesn't really 'cost' anything.
With regard to OP's query, I would probably refactor most of these into named functions, because they perform some task that is independent of how they are invoked, which you may want to invoke in another manner, and they don't seem to need access to any of the local context. Then just have your lambda just call the member function, or if it needs a loop you could use for_each.