Getting Current User Without Global Reference

I have a service call DataManager that needs a reference to the current IPrincipal user. However, I don't want to use a global reference like System.Threading.Thread.CurrentPrincipal or HttpContext.Current.User because I want to be able to unit test it and specify any user for any given test. But I also don't want to construct a new DataManager for each thread in a multi-threaded environment (like WebApi or Web Services).

Is it bad practice or will it break anything if I inject (via constructor) an IPrincipal implementation that internally uses HttpContext.Current.User or HttpContext.Current.User? Otherwise how should I handle this?

The solution I am thinking of looks like this:

public class DataManager {
        public DataManager(IPrincipal currentUser){
                this.currentUser = currentUser;
        }
        private IPrincipal currentUser;
        ...
        public void DoWork(){
                var currentUserName = currentUser.Identity.Name;
                // Do work here
        }
}

And then, when using this in ASP.NET, pass in an IPrincipal implementation that references the HTTP context's current user:

public class CurrentUser : IPrincipal {
    public IIdentity Identity {
        get {
            return HttpContext.Current.User.Identity;
        }
    }
    public bool IsInRole(string role) {
        return HttpContext.Current.User.IsInRole(role);
    }
}