[c#] Listen for key press in .NET console app

You can change your approach slightly - use Console.ReadKey() to stop your app, but do your work in a background thread:

static void Main(string[] args)
{
    var myWorker = new MyWorker();
    myWorker.DoStuff();
    Console.WriteLine("Press any key to stop...");
    Console.ReadKey();
}

In the myWorker.DoStuff() function you would then invoke another function on a background thread (using Action<>() or Func<>() is an easy way to do it), then immediately return.