MailAndSmsWarningSender.cs

public class MailAndSmsWarningSender 
    {
        internal class Options
        {
            [Option("task")]
            public string Task { get; set; }
        }

        public void ParseArgumentsAndRun(string[] args)
        {
            try
            {
                Parser.Default.ParseArguments<Options>(args)
                    .WithParsed(ExecuteTaskWithOptions)
                    .WithNotParsed(HandleParseError);
            }
            catch (Exception e)
            {
                DisplayErrorMessage(e);
            }
        }
        
      private void HandleParseError(IEnumerable<Error> errs)
        {
            //This is never being run if using a test
            throw new NotImplementedException();
        }

        private void ExecuteTaskWithOptions(Options opts)
        {
          Console.WriteLine("Executing");
        }
    }

Tests.cs

    [TestClass]
    public class MailAndSmsWarningSenderTests
    {
        private MailAndSmsWarningSender _sut;
        
        [TestInitialize]
        public void Setup()
        {
            _sut = new MailAndSmsWarningSender();
        }

        [TestMethod]
        public void SendSmsOnWarning()
        {
            _sut.ParseArgumentsAndRun(new []{"--task", "MailAndSmsWarningSender", "--test", "hejtest"});            
        }
    }