I am loading a lot (lot) of images, and want to do the decoding on a background thread, I tried BitmapImage but it did not work.
In the current release you can’t do this using BitmapImage. You can try decoding in a background thread using WriteableBitmap’s LoadJpeg method, and then set it as a Source to your Image elements.
As a maybe useful side-effect, when using WriteableBitmap you can downscale the image in the same call, that might save you memory.
[Note: this is a fairly advanced optimization, measure carefully if you go there].