Sample Code:

HTML:

<template>
    <lightning-quick-action-panel header="My action">
        Testing<br/><br/>
        <lightning-button variant="brand" label="Close" onclick={closeQuickAction}></lightning-button>
    </lightning-quick-action-panel>
</template>

JavaScript:

import { LightningElement, api } from 'lwc';
import { CloseActionScreenEvent } from 'lightning/actions';

export default class ScreenQuickAction extends LightningElement {

    @api recordId;

    closeQuickAction() {
        
        console.log( "Record Id is " + this.recordId );
        this.dispatchEvent( new CloseActionScreenEvent() );

    }

    connectedCallback() {

        console.log( "Inside connectedCallback Method" );

    }

}

js-meta.xml:

<?xml version="1.0" encoding="UTF-8"?>
<LightningComponentBundle xmlns="http://soap.sforce.com/2006/04/metadata">
    <apiVersion>52.0</apiVersion>
    <isExposed>true</isExposed>
    <targets>
        <target>lightning__RecordAction</target>
        <target>lightning__RecordPage</target>
    </targets>
    <targetConfigs>
        <targetConfig targets="lightning__RecordAction">
            <actionType>ScreenAction</actionType>
        </targetConfig>
    </targetConfigs>
</LightningComponentBundle>

Output: