 Solution

The matrix $C$ is antisymmetric, so the scalar Majorana spinor bilinear is not identically zero. For example, choose two independent odd Grassmann variables ${\lambda }_{\alpha },{\lambda }_{\beta }$ at a pair of indices with $C_{\alpha \beta }\ne 0$. Their contribution is $2C_{\alpha \beta }{\lambda }_{\alpha }{\lambda }_{\beta }$, which is nonzero as a Grassmann polynomial. This is why a Majorana mass term is possible.