We can start by refining the type of AsyncFunction. Although the built-in typings suggest it's any, we can specify that it is actually a FunctionConstructor.
let AsyncFunction: FunctionConstructor = Object.getPrototypeOf(async function () {}).constructor;
Once we have defined it as such, we can utilize it similarly to how we would with the standard Function constructor.
const createJsFunction = new AsyncFunction('event', 'body', `
await body.join('\\n') + '\\n//# sourceURL=' + event
`);
(Take note of the double backslash within the template string.)
Although this approach works, the inferred type for createJsFunction will be simply Function. This is due to the difficulty for the type system in predicting the result at compile-time.
If we are aware of the expected signature, we can inform TypeScript by utilizing a type assertion (in this case:
as (event: string, body: string[]) => Promise<string>
):
const createJsFunction = new AsyncFunction('event', 'body', `
body.join('\\n') + '\\n//# sourceURL=' + event
`) as (event: string, body: string[]) => Promise<string>;
As mentioned in your comment, one advantage of employing the AsyncFunction constructor is the ability to include await statements within the constructed function.
const createJsFunction = new AsyncFunction('event', 'body', `
await body.join('\\n') + '\\n//# sourceURL=' + event
`) as (event: string, body: string[]) => Promise<void>;