This answer solved the issue: https://stackoverflow.com/a/5363553/1449961:
The problem was on NOT SENDING ACTION_APPWIDGET_UPDATE so before closing preferences I send broadcast:
Intent updateIntent = new Intent(this, CallBackWidget.class);
updateIntent.setAction("PreferencesUpdated");
updateIntent.putExtra(AppWidgetManager.EXTRA_APPWIDGET_ID, appWidgetId);
sendBroadcast(updateIntent);
and in onReceive method of widget I check for broadcast:
if ("PreferencesUpdated".equals(action)) {
AppWidgetManager appWidgetManager = AppWidgetManager.getInstance(context);
int appWidgetId = intent.getExtras().getInt(AppWidgetManager.EXTRA_APPWIDGET_ID);
RemoteViews views = new RemoteViews(context.getPackageName(), R.layout.main);
appWidgetManager.updateAppWidget(appWidgetId, views);
int[] appWidgetIds = new int[] {appWidgetId};
onUpdate(context, appWidgetManager, appWidgetIds);
}
but I feel like it's a hack rather than a good solution, so better way is still welcome.