Is it OK to simply add lambdas to the operations list on the class diagram as normal methods, and give them a name?
Yes, sure. A lambda is no different to any other operation, except that you don't need a name for it. You can say that it's syntactical sugar that the language can add to your code cake. Since the function behind it can be described, this description can also be summarized with a header (what you normally do with operations). You could also simply stereotype it with <<lambda>> if that makes sense in your modeling environment.