Maybe a bit off-topic, but I just want to clarify - lambdas only include dynamic allocation if you convert them to an std::function, right? I was under the impression that 'auto f = []{...}' did no heap allocation, but converting to an std::function could, depending on the size of the closure.

Yup your on the mark, it leads to some interesting scenarios where you can't easily refactor code without either introducing template hell or taking the hit for std::function.