Head of line blocking in TCP is what made/makes this hard. I've seen some approaches stagger multiple sockets to mitigate but it is highly dependent on packet loss.

I would argue WebRTC is where this really became possible, although last I looked at the spec it made a best-effort at using UDP for datagram based messages but would fallback to TCP in some cases.

It's a fun domain and lots of really interesting approaches(like lockstep called out above as well as other fun things like dead reckoning).