How can I create an Action delegate from MethodInfo?

Use Delegate.CreateDelegate:

// Static method
Action action = (Action) Delegate.CreateDelegate(typeof(Action), method);

// Instance method (on "target")
Action action = (Action) Delegate.CreateDelegate(typeof(Action), target, method);

For an Action<T> etc, just specify the appropriate delegate type everywhere.

In .NET Core, Delegate.CreateDelegate doesn’t exist, but MethodInfo.CreateDelegate does:

// Static method
Action action = (Action) method.CreateDelegate(typeof(Action));

// Instance method (on "target")
Action action = (Action) method.CreateDelegate(typeof(Action), target);