I'm still confused. The action is just a number formed from an integral of some quantity:
S = \int L(q,\dot{q}).
If you're interested in an action which is appropriate for, say, a relativistic point particle of mass m, then the obvious candidate is
S = -m\int d\tau
where d\tau is the infinitesimal proper time along the world-line. The point here is that Lorentz invariance is built in to the action from the start since d\tau is a Lorentz invariant. Because of this you're guaranteed that the equation of motion that you get from varying this action will automatically be Lorentz invariant also.
Apologies if I'm missing something here, but the question seems trivial.