Um, wow. That's an odd request. They're asking you to put in the header exactly what you're already putting on the envelope. Why can't they just get it from the envelope?
A filter whose action is this:
Insert-header("X-rcpt-to", $EnvelopeRecipients)
should do the trick. It'll put all recipients on a single header, not multiple headers with one recipient each. I don't think you can do that.
EDIT: I should point out that messages with very large recipient lists can cause problems with this idea. There is a limit to the size of the headers in a single message, and a really long recipient list could exceed this limit. I don't know what the result would be, but it could result in the message being dropped.
++Don
