Execute Around in C#

I am trying to implement the Execute Around pattern described in Kent Beck's Smalltalk Best Practice Patterns. An example in Java could be found here.

Basically, I am repeatedly opening and closing a pdf document while performing various operations, something like,

public void Parse()
{
    // Open the document
    PdfLoadedDocument loadedDocument = new PdfLoadedDocument("plan.pdf");

    List<string> annotations = Build(loadedDocument);

    // Close the document
    loadedDocument.Save();
    loadedDocument.Close();
}

I would like to move the opening and closing the document in a centralized place, as I have tens of similar methods. All these methods open the document, perform an action, and close the document, and it's easy to forget to close the document.

Here is what I tried:

public void BuildAnnotations()
{
    List<string> annotations = null;

    ExecuteAction("plan.pdf", (PdfLoadedDocument loadedDocument) =>
    {
        annotations = Build(loadedDocument);
    });
}

private void ExecuteAction(string path, Action<PdfLoadedDocument> perform)
{
    PdfLoadedDocument loadedDocument = new PdfLoadedDocument(path);

    try
    {
        perform(loadedDocument);
    }
    catch(Exception e)
    {
        Console.WriteLine($"An error occured. {e}");
    }

    loadedDocument.Save();
    loadedDocument.Close();
}

My question is, is passing a lambda to an Action delegate a good idea? I am not that familiar with delegates, Actions, and lambdas (other than using them in linq queries). Are there any other better alternatives?