Best way to make events asynchronous in C#

Since you're using a form, the easier way is to use the BackgroundWorker component.

The BackgroundWorker class allows you to run an operation on a separate, dedicated thread. Time-consuming operations like downloads and database transactions can cause your user interface (UI) to seem as though it has stopped responding while they are running. When you want a responsive UI and you are faced with long delays associated with such operations, the BackgroundWorker class provides a convenient solution.

Hmmm, I've used different scenarios that depended on what I needed at the time.

I believe the BeginInvoke would probably be the easiest to code since you're almost there. Either way you should be using Invoke already, so just changing to BeginInvoke. Using a callback on a separate thread will accomplish the same thing (as long as you use the threadpool to queue up the callback) as using BeginInvoke.