At https://us-east-1.console.aws.amazon.com/lambda/home?region=us-east-1#/functions/PaidProxyFunc/create/elastic-file-system?tab=configure "Add file system", when I click Save to add an EFS file system to my lambda function,
You do not have sufficient permission. Access denied.
What permissions should I add and to what?
Your Lambda function needs:
https://aws.amazon.com/blogs/aws/new-a-shared-file-system-for-your-lambda-functions/