Destroying form while in event handler

I've got a main form and a subform. My main form is responsible for creating and destroying the subform. In an event handler (a ButtonClick) of the subform there's a loop like

for i := 0 to whatever do
  DoStuff;
  Application.ProcessMessages;   // To refresh some controls
  DoMoreStuff;   //  (*)
end;

I want the user to be able to destroy the subfrom via main form while the subform is in that loop. After the destructor has finished the program continues at (*) which leads to a crash (because the resources accessed in DoMoreStuff are gone).
I thought about not to close the subform in the main form but start another thread that monitors the loop and closes the subform from this thread but that's breaking a fly on the wheel...
Any hints? Thanks in advance!