For me, that sort of task *usually* is a one off or part of a project that is set to parallel. They usually appear in my Mail.app inbox first as well.
So when processing my mail I'll use the script available in
this thread to dump them to my OF inbox. Then when processing my inbox I either flag them and sort flagged items afterwards to get them done, or I might create a project called URGENT that I deal with immediately.
You can of course create a project called urgent using Quick Entry as well, so I haven't (yet) missed anything critical.