The following code

public ref class X
{
protected:
 delegate void D();
 void F(D^ a) { }
};

gives warning C4677: 'F': signature of non-private member contains assembly
private type 'X:D'

In another assembly the following code (C#) works fine:
public class Y : X {
 public void Callback() { }
 Y() { F(Callback); }
}