Can I use a lambda in GameplayMessageSubsystem?

In most GameplayMessageSubsystem mechnism worked would be like:

FGameplayMessageListenerHandle UMyClass::RegisterGameplayTagEvent()
{
	UGameplayMessageSubsystem& MessageSubsystem = UGameplayMessageSubsystem::Get(this);

	FGameplayMessageListenerHandle Handle = MessageSubsystem.RegisterListener(TAG_MyTag,this,  &UMyClass::MyFunc);

	return Handle;
}

But I wonder if there’s another way to pass a lambda as a param to register in MessageSubsystem, like:

FGameplayMessageListenerHandle UMyClass::RegisterGameplayTagStringEvent()
{
	UGameplayMessageSubsystem& MessageSubsystem = UGameplayMessageSubsystem::Get(this);
	auto Callback = [&](FGameplayTag Channel, const MyStruct& Payload)
		{
         // Gameplay logic
        };

	FGameplayMessageListenerHandle Handle = MessageSubsystem.RegisterListener(TAG_MyTag, this,  Callback );

	return Handle;
}

It’s driving me nuts, hope for a little help, thx!