Extending Indy TIdTCPServer threads

I would like to have some private functions that are part of each connection
thread.

When using normal thread classes you would just add functions to your thread
class but I don't see how that is possible when using a TCPServer and its
connection threads.

Do I need go back to extending the TThread class and manage all my
connections myself or is there a way to do this and still use TIdTCPServer?

Thanks,
Toby