Inline methods with ThreadPool and WaitCallback

Slightly for my own memory (since I will forget in future and at least it's available here), but for an upcoming training session which I am presenting, I wanted to be able to inline a method when using the .NET ThreadPool’s QueueUserWorkItem method which requires a WaitCallback pointing to a method. I did this using the lambda expression support in .NET 3.0+ and it looks like this:

static void Main(string[] args)
{
    Console.WriteLine("Starting up");

    ThreadPool.QueueUserWorkItem(new WaitCallback(f =>
    {
        Console.WriteLine("Hello for thread");
        Thread.Sleep(500);
        Console.WriteLine("Bye from thread");
    }));

    Console.ReadKey();
}