This is the code I use and it works for me:
public class USSDService extends AccessibilityService {
public static String TAG = USSDService.class.getSimpleName();
@Override
public void onAccessibilityEvent(AccessibilityEvent event) {
    Log.d(TAG, "onAccessibilityEvent");
    AccessibilityNodeInfo source = event.getSource();
    if(event.getEventType() == AccessibilityEvent.TYPE_WINDOW_STATE_CHANGED && !String.valueOf(event.getClassName()).contains("AlertDialog")) {
        return;
    }
    if(event.getEventType() == AccessibilityEvent.TYPE_WINDOW_CONTENT_CHANGED && (source == null || !source.getClassName().equals("android.widget.TextView"))) {
        return;
    }
    if(event.getEventType() == AccessibilityEvent.TYPE_WINDOW_CONTENT_CHANGED && TextUtils.isEmpty(source.getText())) {
        return;
    }
    List<CharSequence> eventText;
    if(event.getEventType() == AccessibilityEvent.TYPE_WINDOW_STATE_CHANGED) {
        eventText = event.getText();
    } else {
        eventText = Collections.singletonList(source.getText());
    }
    String text = processUSSDText(eventText);
    if( TextUtils.isEmpty(text) ) return;
    // Close dialog
    performGlobalAction(GLOBAL_ACTION_BACK); // This works on 4.1+ only
    Log.d(TAG, text);
    // Handle USSD response here
}
private String processUSSDText(List<CharSequence> eventText) {
    for (CharSequence s : eventText) {
        String text = String.valueOf(s);
        // Return text if text is the expected ussd response
        if( true ) {
            return text;
        }
    }
    return null;
}
@Override
public void onInterrupt() {
}
@Override
protected void onServiceConnected() {
    super.onServiceConnected();
    Log.d(TAG, "onServiceConnected");
    AccessibilityServiceInfo info = new AccessibilityServiceInfo();
    info.flags = AccessibilityServiceInfo.DEFAULT;
    info.packageNames = new String[]{"com.android.phone"};
    info.eventTypes = AccessibilityEvent.TYPE_WINDOW_STATE_CHANGED | AccessibilityEvent.TYPE_WINDOW_CONTENT_CHANGED;
    info.feedbackType = AccessibilityServiceInfo.FEEDBACK_GENERIC;
    setServiceInfo(info);
}
}
Declare it in Android manifest
<service android:name=".USSDService"
android:permission="android.permission.BIND_ACCESSIBILITY_SERVICE">
<intent-filter>
    <action android:name="android.accessibilityservice.AccessibilityService" />
</intent-filter>
<meta-data android:name="android.accessibilityservice"
    android:resource="@xml/ussd_service" />
Create a xml file that describes the accessibility service called ussd_service 
<?xml version="1.0" encoding="utf-8"?>
<accessibility-service xmlns:android="http://schemas.android.com/apk/res/android"
android:accessibilityEventTypes="typeWindowStateChanged|typeWindowContentChanged"
android:accessibilityFeedbackType="feedbackGeneric"
android:accessibilityFlags="flagDefault"
android:canRetrieveWindowContent="true"
android:description="@string/accessibility_service_description"
android:notificationTimeout="0"
android:packageNames="com.android.phone" />