See [this example](https://stackoverflow.com/questions/14461957/threaded-udp-listener-function) in Python, though that is dated 2013, so likely doesn't work with modern Gtk.
And [this](https://stackoverflow.com/questions/2456727/can-i-avoid-a-threaded-udp-socket-in-python-dropping-data).

Key bit is here:
```python
gobject.idle_add(self.updateGUI, message)
```