This one had me puzzled for about an hour, I shall endeavour to post the answer in the comments in short order.

foreach (var id in CharacterIdentities)
{
  QueryMethodAsync(
    APIMethods.CharacterSkillInTraining,
    m_userId,
    m_apiKey,
    id.CharacterID,
    (x) => OnSkillInTrainingUpdated(x, id));
}