"We will look to organise our defence but we know our biggest strength is putting our opponents under pressure," Bayern coach Hansi Flick said.
In 35 games since Flick was promoted to manager in November after Niko Kovac's firing, he won 32 to steer Bayern from fourth place in the Bundesliga, to German Cup glory and into a first continental final since lifting the European Cup in 2013.
Monday's game at Benfica's stadium will be the first time since Real Madrid faced Juventus in 1998 that two domestic champions meet in the final.
The loss for Lyon, in their first Champions League semifinal in a decade, cuts out the last route back into European competitions next season. After finishing only seventh in the curtailed Ligue 1 season and being beaten in the French League Cup final by PSG, Lyon will be out of Europe for the first time since the 1996-97 season.
Back on the field where they knocked out Manchester City on Sunday, Lyon were made to pay for the squandering their opportunities to take the lead after finding more space in the Bayern defence than Barcelona.
"I don't think we can have any regrets ... because we had two big chances," Lyon goalkeeper Anthony Lopes said. "We could have been 2-0 up. In these top-level matches you pay for not taking your chances."
Just a minute after the post denied Lyon the opener, Gnabry brushed aside several challenges as he cut in from the right and powered in a shot into the top corner in the 18th minute.
"The first couple of minutes we struggled a little bit," he said. "My goal came at the right time to give us a bit of confidence."
His threat was evident across the pitch, driving forward upfield with the ball for the sweeping move that led to the second goal in the 33rd minute, before Lewandowski sealed the deal in the 88th.
- AP