Returning an array of COM-exposed interfaces from C#

See more:

COM

C#4.0

I have an assembly written in C# that is exposing some functionality via COM (for use by legacy C++ code). In particular, there are two classes (ThingOne and ThingTwo) that each implement ComVisible interfaces.
Simplifying:

[ComVisible(true), Guid("...."), InterfaceType(ComInterfaceType.InterfaceIsDual)]
public interface IThingOne
{
  [DispId(1)]
  IThingTwo FindByName(string name);
  [DispId(2)]
  IThingTwo[] FindMatchesByValue(double value);
}

[ComVisible(true), Guid("...."), InterfaceType(ComInterfaceType.InterfaceIsDual)]
public interface IThingTwo
{
  [DispId(1)]
  string Name { get; }
  [DispId(2)]
  double Value { get; }
  [DispId(3)]
  double ValueWindow { get; }
}

The Type Library view of the IThingOne looks like:

interface IThingOne : IDispatch {
    [id(0x00000001)]
    HRESULT FindByName(
                    [in] BSTR name,
                    [out, retval] IThingTwo** pRetVal);
    [id(0x00000002)]
    HRESULT FindMatchesByValue(
                    [in] double value,
                    [out, retval] SAFEARRAY(IThingTwo*)* pRetVal);
};

The ThingOne class has a collection of ThingTwo class instances. When accessed via COM, the FindByName method correctly returns a COM IThingTwo interface pointer to a ThingTwo class instance.
However, the FindMatchesByValue seems to return a valid SAFEARRAY but the contents of that are not valid COM IThingTwo interface pointers to ThingTwo class instances.

Are there any tricks to doing this kind of thing?

What I have tried:

This is essentially what's in the two IThingOne methods:

IThingTwo IThingOne.FindByName(string name)
{
  return ThingTwoCollection.FirstOrDefault(t2 => t2.Name == name);
}

IThingTwo[] IThingOne.FindByValue(double value)
{
  var found = ThingTwoCollection.Where(t2 => t2.InRange(value));
  return found.Cast<IThingTwo>().ToArray();
}

// ThingTwo has an InRange predicate that tests the value against the range.