In the particular case of constructing several similar functions that do essentially the same thing, lambda is a rather natural choice.

Being more explicit and less hacky can well be combined with staying true to functional style:

    from functools import partial
    
    mul = lambda x, y: x*y  # could use int.__mul__, too
    multipliers = [partial(mul, n) for n in range(5)]

It does the closure-capturing of n for you.