Yes that solution does work(more like a workaround btw).
Little thought experiment, it did not work for you, but the guy making the tutorial you are referencing does have it working on the older version of the engine => it worked before 4.17 and if what you are saying is true, which I suppose it is, he is on 4.16.2 or older. I am pretty sure that my OnMouseButtonDown did work with the button being present in the widget before my update to 4.17, unfortunately I am not sure which version of Engine I was using before as I do need to compile them from source and the update is not that easy so I do not do it very often:).