I got it working! I didn't understand how to create a proper invoice, so I was creating one with zero value and expecting to be able to put in an amount as a second step. But that's now how it works.
If I create an invoice on Strike for the amount I want to transfer, then the Lightning invoice can be copied to Coinbase. The fee is about 1%, which is very reasonable. It's not a single Sat like it should be, but it's also not 5% or worse.
This means that I can transfer my coins off of Coinbase and into Strike. Which also means I'm one step closer to having them full self-custody in a fully lightning enabled wallet.
Thanks, nostr:npub1cn4t4cd78nm900qc2hhqte5aa8c9njm6qkfzw95tszufwcwtcnsq7g3vle!!