The approach taken to this problem by Cats Effect (a Scala concurrency library) is interesting. It allows cancellation of a fiber from outside, but let's blocks of code be marked as uncancelable. If a fiber is cancelled while executing one of these blocks, it will complete the block before cancelling. This protects against cancellation in between two operations which leaves the program in a broken state.

The drawback of this approach is that the onus is on anybody writing code which might be cancelled to correctly mark the uncancelable regions.