It is working well at my side, please will you try as below

***********************************************

import threading

class test_wizard(models.TransientModel):

_name = 'test.wizard'

def main_method(self):

#Code of method

print "done"

return True

@api.one

def test_thread(self):

thread_var = threading.Thread(target=self.main_method)

thread_var.start()

class test_module(models.Model):

_name = 'test.module'

@api.multi

def test(self):

mod_obj = self.pool.get('ir.model.data')

res_id = mod_obj.get_object_reference(self._cr, self._uid, 'test_module', 'view_test_wizard_form')

return {

'name':_("Test Wizard"),

'type': 'ir.actions.act_window',

'res_model': 'test.wizard',

'view_mode': 'form',

'view_type': 'form',

'view_id': res_id[1],

# 'res_id': res_id[1],

'nodestroy': True,

'target': 'new',

# 'domain': '[]',

# 'context': dict(context, active_ids=ids)

}

************************

<record id="view_test_wizard_form" model="ir.ui.view">

    <field name="name">test.wizard</field>

        <field name="model">test.wizard</field>

        <field name="arch" type="xml">

            <form string="Test wizard">

                <button name="test_thread" type="object" class="oe_highlight" string="Test"/>

            </form>

    </field>

</record>