How about switching to objects, and create a closure for your callback:

use threads::shared;

my $obj = bless {}, 'foo';
sub foo::callback {
  warn "I've been called ".++($_[0]->{count})." times\n";
}

share($obj); # only needed in a threaded environment

my $thread = threads->create('start_thread', sub { $obj->callback(@_) 
+} );
$thread->join;

print "count = ", $obj->{count}, "\n"; # prints 3

sub start_thread {
  my $cb = shift;
  for (1..3) { $cb->() }
}
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Is there a way to implement function call behavior for a blessed reference? If so, you could have the best of both worlds.