Just to clarify, I then have to remove the stack manually by checking the box that says to bypass the security group.
If I try to delete the security group manually, it tells me the SG is associated with one or more network interfaces:
Note that the following security groups cannot be deleted:
These security groups are associated with one or more network interfaces. Delete the network interfaces, or associate them with different security groups. View your network interfaces.
sg-b49640cc - walkmeApi-prod-LambdaExecSecurityGroup-FAXKKSZRYI1P (walkmeApi-prod-LambdaExecSecurityGroup)
Looking at network interfaces, associated to that, I find only the one created by this template: AWS Lambda VPC ENI: 0535f9b2-7fed-4892-8be8-c167dc7068ed