This is gaining more popularity than expected, so I just wanted to give a shoutout to alfarom256 for informing me about callback functions and showing me the CreateThreadPoolWait technique. I also wanted to give a shoutout to ch3rn0byl for encouraging me to get this project going.
According to Microsoft, a callback function is code within a managed application that helps an unmanaged DLL function complete a task. Calls to a callback function pass indirectly from a managed application, through a DLL function, and back to the managed implementation. This repository contains a list of callback functions that can be used to execute position independent shellcode so that CreateThread would be a thing of the past :P.