From the Tk bind documentation :

...

$widget->bind(tag,sequence,callback);

...

If a tag is the name of an internal window the binding applies to that window.

If the tag is the name of a toplevel window the binding applies to the toplevel window and all its internal windows.

If the tag is the name of a class of widgets, such as Tk::Button, the binding applies to all widgets in that class;

If tag has the value all, the binding applies to all windows in the application.

So just use the first argument of the bind call :

#!/usr/bin/perl

use Tk;
use strict;

my $app = new MainWindow;
my $entry  = $app->Entry()->pack();

$entry->bind('all', '<<customEvent>>' => \&respondToEvent);

$app->Button(-text => 'gen event by app',
             -command => [\&sendEvent, 0])->pack();

$app->Button(-text => 'gen event by label',
             -command => [\&sendEvent, 1])->pack();

MainLoop;

sub sendEvent {
   if(@_[0]) {
      # have entry generate event - this works
      $entry->eventGenerate('<<customEvent>>');
   } else {
      # have mainwindow generate event - this produces nill
      $app->eventGenerate('<<customEvent>>');
   }
}

sub respondToEvent {
   print "Responding to Event!";
}
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