The "AS" part in function or variable declaration are only there for IntelliSence. VFP don't validate that the function/variable is of that type. This code will also work:

DEFINE CLASS myclass As Custom
FUNCTION testfunction As Integer
RETURN "Toto"
ENDDEFINE

So to respond to your question, I don't think you can do it in VCX, but I can't see why you would want to do it.

>DEFINE CLASS myclass As Custom
>FUNCTION testfunction As Integer
>RETURN 1
>ENDDEFINE

>I'm confused: is it possible to return typed value for a VCX class' member same way as it's done in PRG code above.