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So what did we end up to do after the discussion two months ago? Well we ended up using option #1 mostly because it simplified things to have all items available during processing. technically not needed, but it simplified things.
My generic advice would be to use option #1 or #2 and to favor option #2 whenever possible since #1 can easily be implemented wrapping #2. If your project is already heavy on using Rx, then and only then would I consider option #3.
Here are the links to previous parts for your convenience: