Iterating a changing container

I am iterating over a set of callback functions. Functions are called during iteration and may lead to drastic changes to the actual container of the functions set.

What I am doing now is:

1. make a copy of original set
2. iterate over copy, but for every element check whether it still exists in the original set

Checking for every element's existence is super-dynamic, but seems quite slow too.

Are there other propositions to tackle this case?

Edit : here is the actual code :

    // => i = event id    template <class Param>    void dispatchEvent(int i, Param param) {        EventReceiverSet processingNow;        const EventReceiverSet& eventReceiverSet = eventReceiverSets[i];        std::copy(eventReceiverSet.begin(), eventReceiverSet.end(), std::inserter(processingNow, processingNow.begin()));        while (!processingNow.empty()) {            EventReceiverSet::iterator it = processingNow.begin();            IFunction<>* function = it->getIFunction(); /// get function before removing iterator            processingNow.erase(it);            // is EventReceiver still valid? (may have been removed from original set)            if (eventReceiverSet.find(ERWrapper(function)) == eventReceiverSet.end()) continue; // not found            function->call(param);        }    };