The right answer depends on how big your application is and how you test it. If your application is big, modular enterprise application and you use unit-tests, then the only solution you really have is to go object-oriented way. In that case you create an interface IExceptionHandler, and all client classes consume that interface. You may then use some object-creation pattern like a factory method to create your exception handling objects that implement that interface, or handle it with Dependency injection. That way you make your production code decoupled from exception-handling mechanism and easily adjust or change exception-handling behaviour in future without touching the code in other classes.

If your application is small and mostly for personal use, then just implemet the exception-handling logic the way you feel is most convinient to you.

Hope this helps!

The right answer depends on how big your application is and how you test it. If your application is big, modular enterprise application and you use unit-tests, then the only solution you really have is to go object-oriented way. 

In that case you create an interface IExceptionHandler, and all client classes consume that interface. You may then use some object-creation pattern like a factory method to create your exception handling objects that implement that interface, or handle it with Dependency injection. 

That way you make your production code decoupled from exception-handling mechanism and easily adjust or change exception-handling behaviour in future without touching the code in other classes.

If your application is small and mostly for personal use, then just implement the exception-handling logic the way you feel is most convenient to you.