(defmacro make-test-lambda (arg)
  `(lambda () (hardcoded-func ,arg)))

;works: 
(make-test-lambda 'nother-func)
; ->(lambda nil (hardcoded-func (quote nother-func)))

(defun my-test (arg)
  (make-test-lambda arg))

;doesn't work:
(my-test 'nother-func)
; -> (lambda nil (hardcoded-func arg))


(defun my-test2 (arg)
  (list 'make-test-lambda arg))

;doesn't work:
(my-test2 'nother-func)
; -> (lambda nil (hardcoded-func arg))