Should we use own threads or thread pool for small and frequent tasks?

If this is your requirement, I would consider building the plugins around a BlockingCollection.

I have seen it done both ways. What gets ugly with one thread per plugin is this- you start to rely on the idea that "only one thread ever touches my plugin", and then someone makes a mistake where one plugin's thread goes and touches some other plugin (though convoluted event handling or something similar). Then you end up with very hard-to-track race conditions.

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