While it takes a bit more work, in cases involving combobox or dropdown list, you can leverage the ContentControlBeforeStoreUpdate event. It provides a pseudo change event. To make it work, you have title and map the content controls.
Code:
Private Sub Document_ContentControlBeforeStoreUpdate(ByVal ContentControl As ContentControl, Content As String)
Dim oNode As CustomXMLNode
Dim lngIndex As Long
If ContentControl.Tag = "Master" Then
Select Case Content
Case 1, 2, 3
For lngIndex = 1 To 5
Set oNode = ContentControl.XMLMapping.CustomXMLPart.SelectSingleNode(Replace(ContentControl.XMLMapping.XPath, "Master", "Slave" & lngIndex))
oNode.Text = "Gender " & Content & " output " & lngIndex & " text"
Next lngIndex
Case Else
For lngIndex = 1 To 5
Set oNode = ContentControl.XMLMapping.CustomXMLPart.SelectSingleNode(Replace(ContentControl.XMLMapping.XPath, "Master", "Slave" & lngIndex))
oNode.Text = ChrW(8203)
Next lngIndex
End Select
End If
lbl_Exit:
Exit Sub
End Sub