I am starting to work with ninject interceptors to wrap some of my async code with various behaviors and am having some trouble getting everything working.

Here is an interceptor I am working with:

public class MyInterceptor : IInterceptor
{
    public async void Intercept(IInvocation invocation)
    {
        try
        {
            invocation.Proceed();
            //check that method indeed returns Task
            await (Task) invocation.ReturnValue;
            RecordSuccess();
        }
        catch (Exception)
        {
            RecordError();
            invocation.ReturnValue = _defaultValue;
            throw;
        }
    }

This appears to run properly in most normal cases. I am not sure if this will do what I expect. Although it appears to return control flow to the caller asynchronously, I am still a bit worried about the possibility that the proxy is unintentionally blocking a thread or something.

That aside, I cannot get the exception handling working. For this test case:

[Test]
public void ExceptionThrown()
{
    try
    {
        var interceptor = new MyInterceptor(DefaultValue);
        var invocation = new Mock<IInvocation>();
        invocation.Setup(x => x.Proceed()).Throws<InvalidOperationException>();
        interceptor.Intercept(invocation.Object);
    }
    catch (Exception e)
    {

    }
}

I can see in the interceptor that the catch block is hit, but the catch block in my test is never hit from the rethrow. I am more confused because there is no proxy or anything here, just pretty simple mocks and objects. I also tried something like Task.Run(() => interceptor.Intercept(invocation.Object)).Wait(); in my test, and still no change. The test passes happily, but the nUnit output does have the exception message.

I imagine I am messing something up, and I don't quite understand what is going on as much as I think I do. Is there a better way to intercept an async method? What am I doing wrong with regards to exception handling?