The Belgium striker, 21, has hit 10 goals in 23 appearances for the club since joining for £7million in the summer.
Lambert said: "The football club needed somebody like him to play up front. Ian and myself were speaking to see what we could do to have a look at some things.
"I know the Belgian manager Marc Wilmots as I have played against him and I spoke to him about Christian. We kept on persevering, persevering and then we managed to get him.
"The guy has been an absolute dream to work with."
He added: "I watched him in the Belgian team and he has more than held his own in that company. And Belgium have got a good team at the minute.
"What he does with the Belgium team he just seems to bring that [to the club]. He has been absolutely fantastic for us."