Small classes that allow for comfortably executing a single thread or a threadpool task in a coroutine.

CoroutinePoolThread.cs

using UnityEngine;
using System;
using System.Threading;

/// <summary>
/// Orders the Threadpool to perform an action and waits until it's done.
/// Use for short actions that maybe are performed more often.
/// </summary>
public class CoroutinePoolThread : CustomYieldInstruction
{
    private volatile bool isDone;

    public CoroutinePoolThread(Action action)
    {
        ThreadPool.QueueUserWorkItem(_ =>
        {
            try
            {
                action();
            }
            catch (Exception ex)
            {
                Debug.LogException(ex);
            }
            finally
            {
                this.isDone = true;
            }
        });
    }

    public override bool keepWaiting
    {
        get
        {
            return !isDone;
        }
    }
}

CoroutineThread.cs

using UnityEngine;
using System;
using System.Threading;

/// <summary>
/// Starts a single thread and waits until it's done.
/// Use for single actions that might take a while.
/// </summary>
public class CoroutineThread : CustomYieldInstruction
{
    private Thread thread;

    public CoroutineThread(Action action)
    {
        thread = new Thread(new ThreadStart(action));
        thread.Start();
    }

    public override bool keepWaiting
    {
        get
        {
            return thread.IsAlive;
        }
    }

    public void Abort()
    {
        thread.Abort();
    }
}