In the Execute method you do not have to create a new message. You can just modify the data stream:
public IBaseMessage Execute(IPipelineContext Context, IBaseMessage inMsg)
{
Stream originalStream = inMsg.BodyPart.GetOriginalDataStream();
Customers customers = GetCustomers(fileName, originalStream);
MemoryStream memoryStream = new MemoryStream();
XmlSerializer xs = new XmlSerializer(typeof(Customers));
XmlTextWriter xmlTextWriter = new XmlTextWriter(memoryStream, Encoding.UTF8);
xs.Serialize(xmlTextWriter, customers);
memoryStream.Seek(0, SeekOrigin.Begin); return InMsg;
}