This work considers targeted maximum likelihood estimation (TMLE) of treatment effects on absolute risk and survival probabilities in classical time-to-event settings characterized by right-censoring and competing risks. TMLE is a general methodology combining flexible ensemble learning and semiparametric efficiency theory in a two-step procedure for substitution estimation of causal parameters. We specialize and extend the continuous-time TMLE methods for competing risks settings, proposing a targeting algorithm that iteratively updates cause-specific hazards to solve the efficient influence curve equation for the target parameter. As part of the work, we further detail and implement the recently proposed highly adaptive lasso estimator for continuous-time conditional hazards with -penalized Poisson regression. The resulting estimation procedure benefits from relying solely on very mild nonparametric restrictions on the statistical model, thus providing a novel tool for machine learning based semiparametric causal inference for continuous-time time-to-event data. We apply the methods to a publicly available dataset on follicular cell lymphoma where subjects are followed over time until disease relapse or death without relapse. The data display important time-varying effects which can be captured by the highly adaptive lasso. In our simulations, that are designed to imitate the data, we compare our methods to a similar approach based on random survival forests and to the discrete-time TMLE. This article is protected by copyright. All rights reserved.