Heh, just found the place where the `with-no-warnings' seem to work for me:

(let* ((fu #'(lambda (a) (+ a 1)))
               ba)
          (message "%s" `,fu)
          (let (byte-compile-warnings)
            (setq ba (byte-compile `(lambda (b) (funcall (with-no-warnings (quote ,fu)) b)))))
         (funcall ba 2))