You have to use zero-argument functions instead. If you want, you can
implicit def byname_to_noarg[A](a: => A) = () => a
and then
def foo(s: (() => Any)*) = s.foreach(a => println(a()))
scala> foo("fish", Some(7), {println("This still happens first"); true })
This still happens first
fish
Some(7)
true