This is a good practice, of course. But, if you hace a large code, maybe this could be dificult to read.

Technically there is no difference. The compiler will change this version to a "return" statement.
So it is just syntactic sugar and personal preference.
I personally like to use the lambda style if my method does not have much logic like in this case. This reduces your code to the important statement without the noise of the brackets, etc.

Is it better to write it like this or to write it with "return" ? I don't understand when we should use which

I think this is the best practice, isn't it? Is there something wrong with this?