Currently, there is no such possibility.
As it stands, most of Klipper’s processes are synchronous in nature to secure the timing requirements and the only completely asynchronous command that bypasses all buffers / queue etc is M112
There are some efforts ongoing to improve this. You might find one discussion here: Queue and collate fan requests (and output_pin and servo) by KevinOConnor · Pull Request #6670 · Klipper3d/klipper · GitHub and Asynchronous temperature setting, and cancel of temperature wait by KevinOConnor · Pull Request #6662 · Klipper3d/klipper · GitHub