Make non TWinControl descendant response to windows messages

Although using SendMessage and PostMessage isn't a good practice in OO design. However, I do need it in some situation.

All the while I wrote TWinControl descendant to handle the custom messages:

W := TWinControl_Descendant.Create(nil);
W.Parent := Application.MainForm;
PostMessage(W.Handle, 10000, 0, 0);

I got to set the Parent for the instance else the handle won't be allocated. It is troublesome if the application I wrote isn't a window form application.

type
  TMyObject = class(TObject)
  private
    FHandle: THandle;
    procedure WndProc(var Message: TMessage);
  public
    procedure AfterConstruction; override;
    procedure BeforeDestruction; override;
    property Handle: THandle read FHandle;
  end;

procedure TMyObject.AfterConstruction;
begin
  inherited;
  FHandle := AllocateHWnd(WndProc);
end;

procedure TMyObject.BeforeDestruction;
begin
  inherited;
  DeallocateHWnd(FHandle);
end;

procedure TMyObject.WndProc(var Message: TMessage);
begin
  if Message.Msg = 10000 then
    ShowMessage('Message received')
  else
    Message.Result := DefWindowProc(FHandle, Message.Msg, Message.wParam, Message.lParam);
end;

var C: TMyObject;
begin
  C := TMyObject.Create;
  try
    SendMessage(C.Handle, 10000, 0, 0);
  finally
    C.Free;
  end;
end;