PDFsharp: Is there a way to generate "Page X of Y" in the header of the page?

With PDFsharp it's up to you.

I presume you are using MigraDoc: With MigraDoc you can add a page header. Add paragraph.AddPageField() for the current page number and paragraph.AddNumPagesField() for the total page count.

Sample that uses AddPageField

Code snippet from the sample:

// Create a paragraph with centered page number. See definition of style "Footer".
Paragraph paragraph = new Paragraph();
paragraph.AddTab();
paragraph.AddPageField();

// Add paragraph to footer for odd pages.
section.Footers.Primary.Add(paragraph);
// Add clone of paragraph to footer for odd pages. Cloning is necessary because an object must
// not belong to more than one other object. If you forget cloning an exception is thrown.
section.Footers.EvenPage.Add(paragraph.Clone());

Code snippet that sets the tab stop (assuming DIN A 4 with a body with of 16 cm):

style = document.Styles[StyleNames.Footer]; 
style.ParagraphFormat.AddTabStop("8cm", TabAlignment.Center); 

Both snippets taken from the linked site. Sample code is also available for download.

Make sure to include the using MigraDoc.DocumentObjectModel; statement in your class.

Document document = new Document();
Section section = document.AddSection();

Paragraph paragraph = new Paragraph();
paragraph.AddText("Page ");
paragraph.AddPageField();
paragraph.AddText(" of ");
paragraph.AddNumPagesField();

section.Headers.Primary.Add(paragraph);