I've found a solution, not sure it's the best answer though.
1) User control Xaml:
<MyButton Click="OnButtonClick">
2) User control code behind:
public event RoutedEventHandler CustomClick;
private void OnButtonClick( object sender, RoutedEventArgs e )
{
if( CustomClick != null )
{
CustomClick(this, new RoutedEventArgs());
}
}
3) Main window Xaml:
<MyCustomControl CustomClick = "OnCustomButtonClick">
4) Main window code behind:
private void OnCustomButtonClick(object sender, RoutedEventArgs e)
{
}