Can Exim add a Content-Length: header to messages it delivers?

You could include something like

headers_remove = "content-length"
headers_add = "Content-Length: $message_body_size"

to the appendfile transport. However, the use of Content-Length: can cause several problems, and is not recommended unless you really know what you are doing. There is a discussion of the problems in http://home.netscape.com/eng/mozilla/2.0/relnotes/demo/content-length.html.