Due to the use of Generics in Java I ended up in having to implement a function having Void as return type:
public Void doSomething() {
//..
If, for obscure reasons, you MUST use this type, then indeed returning null seems to be a sensible option, since I suppose return value will not be used anyway.
The compiler will force you to return something anyway.
And this class doesn't seem to have a public constructor so new Void() is not possible.