How to use Lambda functions with embedded code in SSRS 2008 R2 reports? - vb.net

Question

Using SSRS 2008 R2 with embedded code, the VB.Net code compiler seems to err whenever I need to do anything beyond the simplest of statements.
For instance, I want to use the LINQ Select function to perform some operations on the elements of a collection, but BIDS keeps throwing compiler errors on lines of perfectly valid VB.Net code.
Public Function SplitToIDs(ByVal multiValue As String) As Integer()
Dim regex As New System.Text.RegularExpressions.Regex("((?>.*?);#\d*;#)", System.Text.RegularExpressions.RegexOptions.Compiled Or System.Text.RegularExpressions.RegexOptions.ExplicitCapture Or System.Text.RegularExpressions.RegexOptions.CultureInvariant Or System.Text.RegularExpressions.RegexOptions.IgnoreCase)
Dim results As New System.Collections.Generic.List(Of String)()
Dim matches As System.Text.RegularExpressions.MatchCollection = regex.Matches(multiValue)
For Each mvMatch As System.Text.RegularExpressions.Match In matches
results.Add(mvMatch.Value)
Next
'Dim pairs As String() = SplitToPairs(multiValue)
'Dim names As System.Collections.Generic.IEnumerable(Of Integer) = System.Linq.Enumerable.Select(pairs, Function(p) Integer.Parse(Microsoft.VisualBasic.Split(p, ";#")(1)))
Dim names As System.Collections.Generic.IEnumerable(Of Integer) = System.Linq.Enumerable.Select(results, Function(p) Integer.Parse(Microsoft.VisualBasic.Split(p, ";#")(1)))
Return System.Linq.Enumerable.ToArray(names)
End Function
On the line 42, which is the comment immediately above where I call System.Linq.Enumerable.Select, Visual Studio 2008 (the VS Shell installed by SQL Server 2008 R2), gives this error when I attempt to preview my report:
An error occurred during local report processing.
The definition of the report '/XXXX' is invalid.
There is an error on line 42 of custom code: [BC30201] Expression expected.
I have already learned that [BC30201] is a generic error with little relation to a missing expression. As seen in my code, I have fully namespace qualified every function or variable beyond the most basic System namespace classes. In the Report Properties dialog, References tab, I've already referenced both mscorlib and System.Core to make sure all the functions I'm using in my code can be resolved to a System assembly.
So a few questions...
Can Anonymous Functions be called and used in SSRS 2008 R2 Reports' embedded code?
In getting to this point, I was getting the same [BC30201] error when I attempted to call one method in the embedded code from another. Yet, I was sure I had some simpler methods in an earlier iteration of this report (or another report) were this actually worked... Should we be able to call one custom method from another within the embedded code?
Notes:
I'm highly tempted to create a separate code module, but I really don't want to fight the political battle necessary to convince lots of people that we should install custom assemblies on our Reporting servers. But unless, I can call those assemblies directly from various report expressions, I may still need to use the embedded code to make the assemblies' methods available to the report.
The source data comes from a SharePoint 2010 list. Many of the columns are Lookup columns that allow multiple values. The method above strips out the delimiters and values to return a collection of IDs.