That's pretty similar to how languages like Scala with higher-order features translate down to the JVM bytecode (which is subject to certain restrictions).
In general, if some target language entity exists in a named form only, then the corresponding anonymity of those entities in the source language must be simulated via gensyms.
For instance, the branch targets in a while loop are anonymous, right? But in the target language, you must have a named label for the instruction. Solution: machine-generated label.
