No millennial would ever be caught dead at a CYO dance or some old fashioned square event sponsored by the Catholic Church and if a priest or another type did home visits, the milennial would probably be too busy or hostile.

There are activities and parishes that do attract milennials.  St. Clements and Old St. Pats' in Chicago have younger attendees; both are less dogmatic.  Also, Theology on Tap is very popular as long as the speakers are willing to hear criticism.  Also popular is volunteering.  PreCana and marriage prep classes are considered jokes.

Of course, those are all superficial.  If the Church wants to retain people, it has to change the way it treats people.  Many milennials left because of the scolding and bullying they experienced at Catholic school and elsewhere.  They have gay friends who were harmed by the Church.  They witnessed the hypocrisy of the Church surrounding money.  If the Church isn't going to change that, then it will continue to bleed members.