How to make a method cancelable without it becoming ugly?

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If the steps are somehow independend regarding the dataflow within the method, but can’t be executed in a parallel matter, the following approach may be better readable:

void Run()
{
    // list of actions, defines the order of execution
    var actions = new List<Action<CancellationToken>>() {
       ct => Step1(ct),
       ct => Step2(ct),
       ct => Step3(ct) 
    };

    // execute actions and check for cancellation token
    foreach(var action in actions)
    {
        action(cancellationToken);

        if (cancellationToken.IsCancellationRequested)
            return false;
    }

    return true;
}

If the steps don’t need the cancellation token because you can split them up in tiny units, you can even write a smaller list definition:

var actions = new List<Action>() {
    Step1, Step2, Step3
};

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