In Lua, unlike in JavaScript, you don't need to use closures for async programming most of the time.

  -- SendAll
  -- Start sending a message on connection [c]
  -- Close when done.
  function SendAll(c, msg)
    local n=0
    while n<#msg do
      yield()
      n=n + c.fd:send(msg, n)
    end
    c.fd:close()
    yield('close') -- just for kicks
  end