When implementing the out of the box Callback function, we have found that it is rudimentary. We are proposing a few things that are in use around the globe in call centers that we would like MSFT to implement:

• Allow the caller to leave a Callback Number
• Indicate somewhere in the Conversation Record that it is a Callback
• When the Queue Item becomes ready, dial the Callback Number from above, not the number they called from
• Dial the Caller back and play a configurable message to the caller. Something like "You are receiving your requested Callback. Please press or say 1 to confirm you are ready" 
• On the Agent side, indicate clearly that this is a Requested Callback and that the Caller has accepted the message above. 
• Only then start the call.