For those looking to do this in VB, here's how I got mine to work with a checkbox.
Background: I was trying to make my own checkbox that is a slider/switch control. I've only included the relevant code for this question.
In User control MyCheckbox.ascx
<asp:CheckBox ID="checkbox" runat="server" AutoPostBack="true" />
In User control MyCheckbox.ascx.vb
Create an EventHandler (OnCheckChanged). When an event fires on the control (ID="checkbox") inside your usercontrol (MyCheckBox.ascx), then fire your EventHandler (OnCheckChanged).
Public Event OnCheckChanged As EventHandler
Private Sub checkbox_CheckedChanged(sender As Object, e As EventArgs) Handles checkbox.CheckedChanged
RaiseEvent OnCheckChanged(Me, e)
End Sub
In Page MyPage.aspx
<uc:MyCheckbox runat="server" ID="myCheck" OnCheckChanged="myCheck_CheckChanged" />
Note: myCheck_CheckChanged didn't fire until I added the Handles clause below
In Page MyPage.aspx.vb
Protected Sub myCheck_CheckChanged (sender As Object, e As EventArgs) Handles scTransparentVoting.OnCheckChanged
'Do some page logic here
End Sub