callback.c

void InstrumentationCallback(CONTEXT *context)
{
	TEB *teb = NtCurrentTeb();

	context->Rip = teb->InstrumentationCallbackPreviousPc;
	context->Rsp = teb->InstrumentationCallbackPreviousSp;
	context->Rcx = context->R10;

	// Prevent recursion
	if (!teb->InstrumentationCallbackDisabled) {
		teb->InstrumentationCallbackDisabled = TRUE;
		
		// Do whatever you want

		teb->InstrumentationCallbackDisabled = FALSE;
	}

	RtlRestoreContext(context, NULL);
}

thunk.asm

include ksamd64.inc

extern InstrumentationCallback:proc
EXTERNDEF __imp_RtlCaptureContext:QWORD

.code

InstrumentationCallbackThunk proc
				mov     gs:[2e0h], rsp            ; Win10 TEB InstrumentationCallbackPreviousSp
				mov     gs:[2d8h], r10            ; Win10 TEB InstrumentationCallbackPreviousPc
				mov     r10, rcx                  ; Save original RCX
				sub     rsp, 4d0h                 ; Alloc stack space for CONTEXT structure
				and     rsp, -10h                 ; RSP must be 16 byte aligned before calls
				mov     rcx, rsp
				call    __imp_RtlCaptureContext   ; Save the current register state. RtlCaptureContext does not require shadow space
				sub     rsp, 20h                  ; Shadow space
				call    InstrumentationCallback
				int     3
InstrumentationCallbackThunk endp

end