Hi rama,
There no docs about that.
I have attached some Java classes which shows you how to extend the XHTMLConverter (it's a little complex, perhaps it should be better to modify the converter to extend it more easily).
XDocReport uses SPI provider to register their converter (to use it with report.convert). The SPI META-INF/services/fr.opensagres.xdocreport.converter.discovery.IConverterDiscovery (which must be hosts in your classpath) is used to register your own converter :
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myconverter.discovery.MyXWPF2XHTMLConverterDiscovery
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The MyXWPF2XHTMLConverterDiscovery#getVia() returns "MyConverter".
So after you can do :
Options options = Options.getTo(ConverterTypeTo.XHTML).via("MyConverter");
report.convert(context, options, out);
MyXWPF2XHTMLConverterDiscovery uses MyXHTMLConverter which uses MySimpleContentHandler the SAX Handler that you must modify.
Hope it will help you.