You can put it in the thread pool:
ThreadPool.QueueUserWorkItem(o => callback.Notify(sData));
Just keep in mind that this can clog your flow when you have a lot of bad subscribers. You probably want to catch the exceptions and remove the callback when it failed.
Refresh . If you do not want to use the .NET thread pool, you can either collapse your own, or, for example, use SmartThreadPool
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