I don't think hooking it on the taskbar button will work, but I think it could actually be possible in some way to capture and modify Messenger's right-click menu on the system tray. Then you could add a sub menu there with "Last opened chats" and list the chats there (maximum of 5 or something)... hopefully.
I'd want to give it a try, but I don't know if I can do that very early. Still got some other work to do as well...