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Yes - though you have to make it incrementally less "inline".  See <https://github.com/pulumi/examples/blob/20d0cec006756d873308181ff9664c75be9b1c60/aws-ts-thumbnailer/index.ts#L25> for an example.  You can pass `role` to provider your own role, or `policies` to attach those policies to a freshly created role for the lambda.