Comment by timokr

The combination `GWLP_USERDATA` to pass state and `GWLP_WNDPROC` to update the actual wnd procedure is what I used in my [rust wrapper](https://github.com/timokroeger/winmsg-executor/blob/main/src...).

This two step approach is the only way I found to use rust closures for wndproc without double allocation and additional indirection.