The RESTEasy client allows you to either use a built in executor, or provide a custom one.
In the case of the built in one, no customization is possible, but the Executor is closed when the Client is closed.
In the case of a custom one, you may customize it, but then are responsible for closing the Executor yourself after the Client is closed.
If you want to customize the Executor but not take over management of its lifecycle, you are SOL.
It is easy to improve this – add a new option to the Builder to allow you to "give" the Executor to the Client and have it close it when it is closed.
I have a proposed implementation available as a GitHub PR: