from typing import Callable

# Note: removing the return annotation 'fixes' the issue :)
def make_less_than() -> Callable[["MyClass", "MyClass"], bool]:
    def _(x: "MyClass", y: "MyClass") -> bool:
        return x.val < y.val
    return _

class MyClass:
    def __init__(self, val: int):
        self.val = val

    __lt__ = make_less_than()

MyClass(1) < MyClass(2) # Operator `<` is not supported for types `MyClass` and `MyClass` [unsupported-operator]