There are couple of TODO labels in TransactionalProducerStage.cs file (in TransactionalProducerStageLogic class implementation). This is due to lack of transactional operations support in Confluent driver's producer implementation.
This also requires some librdkafka update. The issue to track is confluentinc/confluent-kafka-dotnet#1091.
Once this will be ready, implementation should work (there is a test at TransactionalIntegrationTests.cs that is skipped right now).