C#: BadImageException from C++ DLL function

I am trying to build a simple DLL in C++ and read back an integer value in C# program. However, I am getting the following error in C#

Exception thrown: 'System.BadImageFormatException' in test_bed.dll
An unhandled exception of type 'System.BadImageFormatException' occurred in test_bed.dll
An attempt was made to load a program with an incorrect format. (0x8007000B)

These are my code:

C++ DLL:

#include "pch.h"

// When you are using pre-compiled headers, this source file is necessary for compilation to succeed.
typedef void(__stdcall* PFN_MYCALLBACK)();
extern "C" __declspec(dllexport) int __stdcall MyUnmanagedApi(PFN_MYCALLBACK callback)
{
    return 1;
}

extern "C" __declspec(dllexport) int __stdcall test_return_int()
{
    return 11;
}

C# test bed:

using System;
using System.Runtime.InteropServices;

namespace test_bed
{
    class Program
    {
        public delegate void MyCallback();
        [DllImport("my_dll1.dll", CallingConvention = CallingConvention.StdCall)]
        public static extern void MyUnmanagedApi(MyCallback callback);

        [DllImport("my_dll1.dll", CallingConvention = CallingConvention.StdCall)]
        public static extern int test_return_int();
        static void Main(string[] args)
        {
            Console.WriteLine("Hello World! " + test_return_int());
            /*
            MyUnmanagedApi(
            delegate ()
                {
                    Console.WriteLine("Called back by unmanaged side");
                }
            );*/
        }
    }
}

Here are some questions you may have.

1. What have I done so far?

   I ensured that that both the C++ dll and the C# test bed were built on the 64 bit platform as was the recommendation of a majority of posts on the internet. However, I am concerned the that my C# test bed is built on the dotnet core 3.1 framework.

   C# test bed project settings:

   

   C++ Project Settings:

   

2. What is my goal?

   I want to have a duplex communication between my C++ dll and C# test bed, so that my C# program could track the progress of a time consuming task in C++, any advise on that could be greatly beneficial :)