Thank you.
I did do that, in the design window I set the ContextMenuSelectionID = CalendarContextMenu however the event triggered by the right click goes to the DayPilotCalendarDay_Command(object sender, CommandEventArgs e) function with command = navigate.
ASPX
<daypilot:daypilotmenu id="CalendarContextMenu" MenuTitle="Actions" ShowMenuTitle="true" runat="server" ClientObjectName="CalendarMenu">
<DayPilot:MenuItem Action="PostBack" Command="Create" Text="New Event" Image="../media/create.png" />
</daypilot:daypilotmenu>