It seems that Analysis Services supported actions for Tabular mode for a while, but who wants to maintain it using XMLA? Luckily, the BIDS Helper is more than capable. Please follow this link for additional information.
This is really exciting! It is almost strange that this feature is not available in the SQL Server Data Tools (or Visual Studio) given how important drillthroughs are in the BI world. Now we just need to find a way to expose these actions in PowerView.