Complete / CompleteAsync blocking processing?

Using Service Bus for Windows Server 1.1, trying to build out a asynchronous solution using the TPL methods that will work correctly.  I'm using ReceiveMode.PeekLock and the throughput of the queue that I'm testing with is fantastic until I add the code to complete the brokered message at which point the throughput drops.

Here is the high throughput version:

public void Start()
        {
            _client.OnMessageAsync(MessageReceived);
        }

        private async Task MessageReceived(BrokeredMessage arg)
        {
            await Task.Run(() =>
                {
                    arg.GetBody<SampleMessage>();
                });
        }

This will rip through tens to hundreds msgs/sec.

When I add any version of the Complete() call, it drops to taking several seconds to process a single message.  Some examples I've attempted below:

First attempt:

private async Task MessageReceived(BrokeredMessage arg)
        {
            await Task.Run(() =>
                {
                    arg.GetBody<SampleMessage>();
                    arg.Complete(); 
                    // or arg.CompleteAsync()
                });
        }

Second Attempt:

private async Task MessageReceived(BrokeredMessage arg)
        {
            await Task.Run(() =>
                {
                    arg.GetBody<SampleMessage>();
                });

            await arg.CompleteAsync();
        }

Third Attempt:

private async Task MessageReceived(BrokeredMessage arg)
        {
            await Task.Run(() =>
                {
                    arg.GetBody<SampleMessage>();
                }).ContinueWith(t => arg.CompleteAsync());
        }

I think these should be equivalent in their behavior, but all have the result of taking multiple seconds to process a single message.

I'm guessing that some sort of locking/blocking is taking place on queue operations, but I'm not sure how to diagnose this, and I haven't seen anything in the documentation suggesting so.

Any thoughts?

Thanks,

Andrew