You cannot use void, but you can use object: it is a little inconvenience because your would-be-void functions need to return null, but if it unifies your code, it should be a small price to pay.
This inability to use void as a return type is at least partially responsible for a split between the Func<...> and Action<...> families of generic delegates: had it been possible to return void, all Action<X,Y,Z> would become simply Func<X,Y,Z,void>. Unfortunately, this is not possible.