I\'m reviewing some WPF code of my colleagues, which is a library of UserControl-based components with a lot of async void         
        
The propagation of exceptions about which the users are almost 100% unaware is not a good practice in my opinion. See this
I see the two options you really have since WPF doesn't provide any out of the box mechanisms of such the notifying of any problems:
All in all you have to write some xml-comments for such a code, because that's not so easy to understand it. The most important thing is that you should never (almost) throw any exceptions from any secondary threads.