<HxContextMenu>
    <HxContextMenuItem OnClick="() => SetMessage(1)">
        Item 1
    </HxContextMenuItem>
    <HxContextMenuItem OnClick="() => SetMessage(2)">
        Item 2
    </HxContextMenuItem>
</HxContextMenu>

@message

@code {
    private string message;

    private void SetMessage(int item)
    {
        message = $"Item number {item} has been selected";
    }
}