So I opened up one of my files and found the first instance of this. It was a function to load some subset of data and emit some log info. It was only called once, at the end of a chain of maps and filters.

  let load_x xid = 
    // loading code

  // Later on...
  let data' = foo |> map ... |> filter ... |> ... |> map load_x

Once you view functions as values like anything else, then making single-use, "temporary" functions seems as normal as temporary or intermediate variables.

Just consider naming clarity. It's just like using i for an iterator variable -- if it were global or file-wide in scope it would be disastrous, but because it's local to the block it's simple and intuitive.

Similarly you can give a little helper function a short, obvious name knowing it won't have side-effects.