C++ equivalent syntax for a C# generic delegate, and usage thereof

In C# I can do this:

delegate void myFunctionDelegate<T>(T arg);

In C++, I understand that I need to use an alias to a template for a function pointer, but the syntax is so bizaare that all of the examples I find just confuse me more.

The following is wrong; how can I correct it?

template<typename T>
using myFunctionDelegate = void (*)(T arg);

I want to use it like so:

template<class T> class Foo
{
    ...
    void someOtherFunction(myFunctionDelegate callback)
    {
        ...
        callback(someValue);
    }
}

and then:

myClassInstance.someOtherFunction([&](T arg) {
    // do something with the callback argument
});