Remove while iterating std::vector (indirectly)

This question has been asked multiple times but mine is a slightly different case. Say I have a std::vector of observers which I notify when a certain event happens:

void SomeClass::doThing() {
    // do things ...
    // notify observers
    for (auto* o : mObservers) {
        o->thingHappened();
    }
}

What if in the implementation of thingHappened the observer calls a method in SomeClass to remove itself from the observers? What are some of the best ways to handle this?

One possibility is to make a copy of mObservers before the for loop and use it instead, but the extra copy can be wasteful.

Another possibility is to delegate changes to the array to be run after the loop is finished, perhaps setting a lock (just a boolean) before the loop starts and while this lock is set, the methods that mutate the vector delegate themselves to be called after the loop is done when lock is set to false (could be done with a vector of lambdas... quite cumbersome).