Manual callbacks

[NBG-Zorian]

So I was wondering how could I hook up in managed side of a code callbacks for non exposed callbacks. For example code SteamClient.RunCallbacks(); is invoking everything and instead I would like for OnReceived in sockets to be called on different thread, while all other callbacks on main thread. How would I do that?
I am missing documentation on more than most basic features and SteamAPI docs doesnt cover as this is facepunch side of code.