I don't know if this has much sense, I'm just experimenting things to extend my knowledge (which is not much).
Is it possibly to store a Lambda expression into a variable for later use it?
This is what I've tried:
Private t As Thread = New Thread(ThreadLambda)
Dim ThreadLambda As Expressions.LambdaExpression = _
    Sub()
        If tb2.InvokeRequired Then
            tb2.BeginInvoke(Sub() tb2.Text = tb1.Text)
        Else
            tb2.Text = tb1.Text
        End If
    End Sub
That launchs this exception:
Lambda expression cannot be converted to 'System.Linq.Expressions.LambdaExpression' because 'System.Linq.Expressions.LambdaExpression' is not a delegate type.
UPDATE:
I'm trying to follow @大师 燈 Xi Huan instructions but this Class is giving me a compiler exception of InvalidOperationException, it says that the value cannot be null (What value!?)
Public Class Form1
    Private t As Threading.Thread = New Threading.Thread(ThreadLambda)
    Dim ThreadLambda As Threading.ThreadStart = _
        Sub()
            For x = 0 To 10 : Debug.WriteLine("test") : Next
        End Sub
End Class
 
     
     
    