Shows how to construct UUserWidget and modify it before it's fully initialized.

CreateWidgetWithPostModifyLambda.h

template< class T >
T* CreateWidget(UGameInstance* OwningGame, UClass* UserWidgetClass, TFunctionRef<void(T*)> PostNewModify)
{
	UUserWidget* NewWidget = NewObject<UUserWidget>(OwningGame, UserWidgetClass);

	if ( ULocalPlayer* Player = OwningGame->GetFirstGamePlayer() )
	{
		NewWidget->SetPlayerContext(FLocalPlayerContext(Player));
	}

	T* CastedNewWidget = CastChecked<T>(NewWidget);
	PostNewModify(CastedNewWidget);

	CastedNewWidget->Initialize();

	return CastedNewWidget;
}