It would be pretty cool if the desktop actions were implemented as a plugin, so xfdesktop could display them too ^_^. Only if you have time and think it's worthwhile, of course.
Desktop actions are implemented by ThunarVfsMimeAction. ThunarVfsMimeAction derives from ThunarVfsMimeHandler, which you already use for the "Open With XYZ" menu items. You just need to call thunar_vfs_mime_application_get_actions() for all of these applications and add the additional mime handlers to the menu. And viola, xfdesktop supports desktop actions.
Odd, that function (or ThuanrVfsMimeAction) isn't in the gtk-doc.
Hm, both are included in thunar-vfs-sections.txt and appear properly here. Maybe you forget to pass --enable-gtk-doc to configure, and so the docs weren't updated?
Possible; I just updated and now they're there. Anyway, I implemented this in xfdesktop, so all is well.