Nicolas,
What is the specfic thing you are looking to unit test? Do you have some specific logic that you want to test for example - you have logic that does different things depending on the passed type of object.
Or are you looking to make sure the Web Parts are connected?
If it is the first then you really don't need to be concerned about how the method is called (i.e. from the web part manager/framework) you just want to test the scenarios work as expected.
If it is the latter then this is really testing SharePoint and I would not Unit Test this specifically, if you want some automation you may want to look at screen recording type options - but again may be just something you can get your Testers to validate.