I'm not clear about what you're really looking for.
First of all, if you don't want menu actions, change them from MENU to SELECT. A click will trigger the action. Boom. Done.
But you have multiple actions on each mark. What do you want to happen there? If you don't want multiple actions on a sheet, don't write multiple actions!
I think this will be easier for me to understand if I had an actual workbook. Can you hack up a sample TWBX? (Let me know the Tableau version you are using.)
I want each action to be applied to a different column. Not all applied to every column.
Actions are per-sheet, not per-column.
If you want something to work differently from column to column, you can trigger certain things to happen based on the value if the mark you click, but I'm not seeing any sort of uniqueness in that screen shot from column to column that would allow you to make different things happen based on a value.
In the attached is a prototype example of this. See Dashboard 4. Click on one value. Something happens. Click a different value. Something else happens. It's all one action, but different things happen depending on the value selected. Maybe you can fine a way to have each column have a different value associated with it (even if it's not displayed on the sheet), and then the user will get a different behavior depending on which column is selected. It's a long shot, but It's something to consider.