I wonder how can I write a catch\'em all exception handler in the application level which will give the user the option to resume the application f
This just screams bad design all over. Never use exceptions for things like this. Exceptions are ONLY to be used when something the programmer did not intend to occures.
If you want error-handling. dont use exceptions like this, rahter build a system where you save states and can go back to states etc... but using exceptions for state handling, bad idea.