You'll need a separate function for the type coercion.
let someActorMessages message =
match box message with
| :? SomeActorMessages as m -> m
| _ -> failwith "unknown message"
override x.OnReceive message =
match someActorMessages message with ...
That function could also be written as a single case active pattern.
let (|SomeActorMessages|) message =
...
override x.OnReceive (SomeActorMessages message) =
match message with ...