var documentPaths = new { "./A.pdf", "./B.pdf" };
var outputPdf = new PdfDocument();
var index = 0;
foreach (var currentPdf in documentPaths.Select(path => PdfReader.Open(path, PdfDocumentOpenMode.Import))) {
  //  This works.
  outputPdf.Pages.InsertRange(index, currentPdf, AnnotationCopyingType.DeepCopy);
  index += currentPdf.PageCount;

  // This breaks because of an exception (see next block of code)
  currentPdf.Outlines.ForEach(outline => outputPdf.Outlines.Add(outline));
}

System.InvalidOperationException: Cannot change document.
   at PdfSharpCore.Pdf.PdfObject.set_Document(PdfDocument value)
   at PdfSharpCore.Pdf.PdfOutlineCollection.AddToOutlinesTree(PdfOutline outline)
   at PdfSharpCore.Pdf.PdfOutlineCollection.Add(PdfOutline outline)

currentPdf.Outlines.ForEach(outline => outputPdf.Outlines.Add(outline.Title, outline.DestinationPage));