Aha! Okay, I may not fully understand all the requirements, but the following demo will show how to dynamically create a user control and then have that user control close itself, remove itself from the containing page and fire an event to the page so that the page can clean up any associated other controls that might be left laying about.
This is based on the User Control sample that goes with the video that hasn't yet been posted (you don't mind that, do you?) but will be in a couple days. I'll strip it down so as not to get hung up in the parts we don't care about.