If they won't do it, I will

 So Visual C++'s #import doesn't recognize the usage pattern of event source interfaces. You know who will?

A little utility I've slapped together, that's who. A companion to my ActiveX control containment piece, makesink will generate an IDispatch derived wrapper class ("sink") for any event dispinterface from a type library of your choice. Feed an instance of that sink (or an instance of a subclass of that sink) to your control's connection point, override the events/methods as you see fit, and enjoy the typed parameters.

There are some functional gaps that I'm aware of, it's a work in progress, but v1.0 is quite functional.