Call C# DLL from Inno Setup with callback

This answer is no longer valid with Inno Setup 6. See my (@MartinPrikryl) answer for up to date solution.

There's no way to drop the usage of the wrapping InnoCallback library since you simply cannot define a callback procedure with a calling convention of your choice in Inno Setup, nor you can define a callback with the register calling convention (the one specific to Delphi compiler) in your C# library.

Due to this limit you must use an external library, which wraps a callback method from Inno Setup into a function with a calling convention that your library can consume (InnoCallback uses stdcall for that).

So, what you're asking for would be possible if you were writing your library in a language that supports Delphi's register calling convention. Out of curiosity, in Delphi you could write e.g.:

library MyLib;

type
  TMyCallback = procedure(IntParam: Integer; StrParam: WideString) of object;

procedure CallMeBack(Callback: TMyCallback); stdcall;
begin
  Callback(123, 'Hello!');
end;

exports
  CallMeBack;

begin
end.

And in Inno Setup then (without any wrapping library):

[Setup]
AppName=My Program
AppVersion=1.5
DefaultDirName={pf}\My Program

[Files]
Source: "MyLib.dll"; Flags: dontcopy

[Code]
type
  TMyCallback = procedure(IntParam: Integer; StrParam: WideString);

procedure CallMeBack(Callback: TMyCallback);
  external 'CallMeBack@files:mylib.dll stdcall';

procedure MyCallback(IntParam: Integer; StrParam: WideString);
begin
  MsgBox(Format('IntParam: %d; StrParam: %s', [IntParam, StrParam]),
    mbInformation, MB_OK);
end;

procedure InitializeWizard;
begin
  CallMeBack(@MyCallback);
end;

With Inno Setup 6, there's built-in CreateCallback function that serves the same purpose as WrapCallback function from InnoTools InnoCallback library.

So you can now do:

Test(CreateCallback(@mycallback));