1. A data processing system with features for controlling affinity for execution entities, the data processing system comprising: a processing element that is operable to execute a parent execution entity for an application, the parent execution entity having a first affinity setting; and a delegate creation module which, when executed, enables the data processing system to create, for the parent execution entity, a worker execution entity that has a second affinity setting without changing the affinity setting of the parent execution entity, wherein the second affinity setting differs from the first affinity setting; and wherein the delegate creation module enables the data processing system to perform operations comprising: creating a delegate execution entity that also has the first affinity setting; after creating the delegate execution entity, changing the affinity setting of the delegate execution entity to the second affinity setting; and after changing the affinity setting of the delegate execution entity to the second affinity setting, using the delegate execution entity to create the worker execution entity with the second affinity setting.