Hi,
This is a implementation limitation. HtmlToPdf.Options is thread specific so only the HtmlToPdf.Options values set in the thread that actually calls the converter (eventually calls HtmlToPdf.ConvertHtml in the case for MVCToPDF) are used. This is NOT the same thread that calls your action method. Because these are two different thread, we actually serialize the options from one thread and deserlize it in another thread. These will copy all the simple values but not delegates. So delegates do not work in this case.
The recommend method for such scenario is to pass a postHandler when you call RenderAsPDF method. See this topic for more details:
https://www.essentialobjects.com/doc/pdf/web/mvc.aspx#saveLook for item 2 in the "Save Conversion Result into a File" into a file section. While the sample code calls PdfDocument.Save, you can use whatever code you wish. For example, you can use a look to stamp additional header/footer into each page.
Hope this helps. Please feel free to let us know if you still have any questions.
Thanks!