Anything that doesn't require W+X would need an entire page allocated per closure, wouldn't it?
Or if the OS doesn't support W+X allocation at all, then you can have a bunch of tightly packed pregenerated trampolines in the binary.
clo_code:
4C8B1501100000 mov r10 [rel clo_code+0x1008]
FF25F30F0000 jmp [rel clo_code+0x1000]
0F1F00 nop3
# one page away...
struct clo_slot {
void (*func)(void* _R10,...);
void* data;
};