I found out how to do this very easily.
Step 1: Upload a Lottie JSON to your Webflow project:
Step 2: Copy the URL to the file, and add a URL field to your CMS collection:
Step 3: Visit the Lottie web player page, add your JSON url to the form:
Step 4: Customize and tweak your embed settings to your liking:
Step 5: Add a custom embed, and replace the URL with a dynamic link referencing your CMS JSON URL:
Step 6: There is no step 6. You’re done. Congratulations.