This strongly fits my doctor's usual advice: "if it hurts then don't do it".
There are several .NET patterns that emphasize keeping the threaded code separate from code that needs to run on the UI. BackgroundWorker has been available for a long time, note how its ProgressChanged and RunWorkerCompleted events run on the UI thread. Good place to update UI without having to invoke yourself.
The .NET 4 Task class hands you the TaskScheduler.FromCurrentSynchronizationContext() method. Which is a good way to chain a task that runs on the UI thread, pretty specifically intended to update the UI with the results of previous tasks that run asynchronously. VS2012 provides yet another weapon with the Async and Await keywords. All good ways to avoid writing the code you don't want to write.