Execute a delegate, from within a delegate?

So this has had me banging my head against the wall.
I’ve been trying to call a delegate from within another delegate (the OnProcessRequestComplete from HTTP requests).

However, every time I try calling it from within there, it’s crashing!
It’s a memory access violation, c00000005 or something.

Is this a known thing? And is there a way around it, such as queueing the delegate execution?