This is still true in Pharo 3 AFAIK. With NativeBoost you need to have the call back in the same thread as the VM.
If you want multithreaded callback you can do it through the FFI VM plugin and the Cog Multi threaded VM (you can find the CogMT VM prebuilt for Pharo here:�
https://ci.inria.fr/pharo/view/VM/job/CogMTVM/ ). However it depends what you want to do with your call backs. This VM looks stable but very few people use it so it may not be as stable as it looks like. So if you plan to use it for real (like production app) do some experiments before to see if your use cases work fine.