A possible solution would be to create a TransiantModel:

#../custom_warning/models/my_warning.py
class MyWarning(models.TransientModel):
     _name = 'my.warning'
     name = fields.Char('Name')
     @api.multi
     def action_warning(self):
         return {
             'view_type': 'form',
             'view_mode': 'form',
             'view_id': self.env.ref('my_module.my_view').id;
             'res_model': 'my.model',
             'type': 'ir.actions.act_window',
             'target': current,
             'context': {},
         }

And a wizard to create a modal:

<!-- ../custom_warning/views/my_warning.xml -->
<?xml version="1.0" encoding="utf-8"?>
    <openerp>
        <data>
          <record id="my_warning" model="ir.ui.view">
            <field name="model">my.warning</field>
            <field name="arch" type="xml">
                <form>
                    <field name="name" readonly="1"/>
                    <footer>
                        <button string=“Continue”
                            class="oe_highlight"
                            type="object"
                            name="action_warning"/>
                        or
                        <button name="cancel" string="Cancel" special="cancel" class="oe_link"/>
                    </footer>
                </form>
            </field>
        </record>
    </data>
</openerp>

And then call the modal where the initial action was supposed to be:

        return {
               'name': 'Warning',
               'view_type': 'form',
               'view_mode': 'form',
               'view_id': self.env.ref('custom_warning. my_warning’).id,
               'res_model': ‘my.warning',
               'type': 'ir.actions.act_window',
               'target': 'new',
               'context': {'default_name': ‘My warning message’}
            }