There is some minor overhead in Windows just by creating a new process, yes. This is why CGI has historically not performed as well on Windows as on other operating systems (and the big reason why FastCGI was developed instead)
However, I would ask how often are you going to create these additional βassignmentsβ? If this happens very often, is there a reason why you cannot just use a thread pool thread? If this does not happen often, then the benefits that you get will be negligible compared to the time you spend on figuring out how to make it work.
IMO, individual AppDomains applications have certain situations that require their use during the whole process or a simple stream. It's usually best to go one way or another.
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