function makeRequest() {
    try {
      method._safeRequest(options)
    } catch (err) {
      logger.warn(err, 'Failed to prepare request to collector method %s!', method.name)
      callback(err)
    }
  }
Take a serialized payload and create a response wrapper for it before
invoking the method on the collector.

@param {string}   methodName Name of method to invoke on collector.
@param {string}   data       Serialized payload.
@param {?object}  nrHeaders  NR request headers from connect response.
@param {Function} callback   What to do next. Gets passed any error.