Event callbacks as Action<T> seems weird to me. I've only had to do something similar when I needed an async callback that I wanted the class to wait for completion on. Events can't be async so I had to use a callback property.
I assume it's weird because you're doing remote calls. You might want to see if you can wire up .NET events directly, would be nicer looking and more intuitive to .NET developers. But I don't know what your system looks like, that might be more trouble than it's worth, or even undesirable.