If the zsh situation is similar to bash (as it seems to be, from the link you posted), then then problem is that zsh provides completions through readline commands only.
This makes it hard to access them from Emacs. The bash-completion package mentioned in the blog post does that, but it's a tricky solution, and not super robust in my experience...
Personally I don't think use-package is all that useful. Without it, you need to know what should to go inside a with-eval-after-load block (basically, define-key) and what doesn't. But then again, with use-package I guess you need to decide what is a :config and what is a :init or whatever.
The :ensure keyword is very useful. There should be an equivalent function in package.el but that's missing AFAIK.
When it comes to personal configuration, I see no good reason not to use lambdas in this case. I also use them a lot when binding keys to simple commands which I don't want to name.
Also: option 1.