1. A method for supporting out-of-order message processing in a distributed data grid comprising a plurality of cluster nodes operating on one or more microprocessors, the distributed data grid comprising a message transfer layer which guarantees in-order delivery of messages to said plurality of cluster nodes, the method comprising: embedding a callback function in each of a plurality of messages directed to a cluster node of said plurality of cluster nodes, wherein said callback function is configured to inform whether said message can be pre-processed and/or whether said message requires in-order processing on a message processing service queue; transmitting said plurality of messages to said cluster node over said message transfer layer; receiving said plurality of messages at said cluster node; preprocessing each message of said plurality of messages based on the callback function embedded in each message; in response to said preprocessing, pushing a first subset of said plurality of messages onto the message processing service queue for in-order processing; and in response to said preprocessing, dispatching a second subset of said plurality of messages to one or more different threads for out-of-order processing.