Question about an official tutorial from a C++ dev who is very new to UE -- are closures possible?

To solve this problem in particular I think you should use C++ as they do here:

UE4 timers can support functions with parameters, I don’t know why you can’t use them in blueprints. I haven’t tried it, but I assume you could pass a pointer and that would suit your needs. You also have access to the FTimerHandle through C++ which doesn’t appear to be available in blueprint either.

In my opinion, it’s more useful to learn (and implement with) Blueprint than C++. The best way to use C++ is the same way Epic does, by exposing parts of your classes to blueprint (UPROPERTY, UFUNCTION, etc, macros) so that it can be easily implemented and tested in the editor. The only way to know what you want your blueprint implementation to look like is to have experience with blueprint. If you write the entire implementation of your game through C++ you’re wasting a lot of functionality of UE4 (and compile time).