✅ Is throwing and catching an exception in an UnmanagedCallersOnly method valid?

// I'm using Stdcall here, but it doesn't seem to matter which calling convention is used
[UnmanagedCallersOnly(CallConvs = [typeof(CallConvStdcall)])]
public static void Callback()
{
    Console.WriteLine("Hello from Callback()!");

    try
    {
        Console.WriteLine("Throwing the exception in Callback()!");
        throw new Exception("Exception in Callback()");
    }
    catch
    {
        Console.WriteLine("Caught the exception in Callback()!");
    }
}

public static unsafe void Main()
{
    Console.WriteLine("Starting program!");

    delegate* unmanaged[Stdcall]<void> callback = &Callback;
    callback();

    Console.WriteLine("Ending program!");
}