At this point in time you cannot bind raw Lambda functions to an Enhanced Input component because of the limited set of "BindAction" functions on the component. We should add some more options to allow for binding of delegates similar to BindLambda or other TFunction ways to do it.
Users can't really add this themselves with subclasses because the EnhancedActionValueBindings array is private, not protected.
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-189964 in the post.