That actually doesn't seem to work for me. It no longer hits the event handlers at all.
I did find a solution that is working for me in another thread (http://caliburnmicro.codeplex.com/Thread/View.aspx?ThreadId=220381):
I added this convention in my Bootstrapper:
ConventionManager.AddElementConvention<MenuItem>(MenuItem.ItemsSourceProperty, "DataContext", "Click");
Then in the view, I could just call it as a click:
<itk:MenuItem Header="Rename" cal:Message.Attach="Rename($dataContext)" />
<itk:MenuItem Header="Disable" cal:Message.Attach="DisableNode($dataContext)" />