We published a white paper to help with this type of question: https://www.splunk.com/en_us/form/getting-data-into-gdi-splunk-from-aws.html .
The TL;DR version of the document for your specific use case : For high volume data, Kinesis Data Firehose (KDF) is one of the better options. If you require validation that the event made it into Splunk and you do not want to setup a HWF, then KDF makes the most sense.
For either lower volume data or data which does not require event validation, but you want to collect it serverlessly, then Lambda Functions make sense.
One last point, is that KDF can also be a less expensive path when compared to using CloudWatch Logs (https://aws.amazon.com/cloudwatch/pricing/ ) vs. (https://aws.amazon.com/kinesis/data-firehose/pricing/ ).
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