So there's a frame (main app). From here, I open a Modal JDialog and start a background thread working whilst displaying progress (log entries) in a table. This process is critical and should not be stoppable/hideable/closeable, thus why the dialog's close button is de-activated until everything's finished. However, the user can at any time tap the ESC key and my onCanceled() is called, thus calling this.dispose().
EDIT: I inherited this project and oversaw how deep the rabbit hole of inheritance went, thus overseeing handling of ESC already, followed by e.consume() which is why my solutions weren't working!