…And to update my particular situation:
I found a workaround
// I replaced this:
ActionButton->OnClicked.AddDynamic(this, &UActionItem::ButtonClicked);
// with this:
ActionButton->OnPressed.AddDynamic(this, &UActionItem::ButtonClicked);
So basically, I hooked the OnPressed event instead of the OnClick one.
That seems to have restored pretty much what I had working in PIE.