Question

if ConvertAll throw an exception on one element, can i just skip this element and continue to the next element?

Answer 1

No. The exception will need to be handled somewhere. If you expect exceptions to happen in the converter (and this is OK for the application), you must have a try-catch within the converter (the following code sample will return null for failed conversions):

List<string> input = new List<string> { "1", "2", "three", "4" };

List<int?> converted = input.ConvertAll(s =>
{
    int? result = null;
    try
    {
        result = int.Parse(s);
    }
    catch (Exception) { }

    return result;
});

(yes, I know I should have used int.TryParse, but that would not throw an exception…)

However, eating exceptions like that always gives the smell of a workaround, and is nothing I would like to have in my code.