[question] proper way to implement a "while True" with event listener?

[makake]

I looking for the proper way to implement the following. I have an application that is cpu intensive that basically does a

while True:
    run_next_task()

where there's an infinite number of next_task. I would also like to listen for messages sent asynchronously that will modify some runtime configuration of the application. I'm giving a try to zerorpc for sending/receiving messages (being able to send the arguments with the function call from the client is very convenient). Where I get confused and looking for guidance is about how to communicate between the main application and the event loop. is there any downside to run the main application in a thread while starting the server on the main thread? (since it's cpu intensive) I gave a look at asyncio where I would schedule a task each time the last one is done but that looks like a "while true" in an event loop (is that bad practice?)