I have found the cause of the issue, which is that my IoC Container (Castle Windsor) is injecting the RequestFilter and ResponseFilter on a RedisMqServer with a dynamic Func with the aim of resolving an IMessage from the container (when using TypedFactoryFacility).
This is because of the delegate-factory which is part of the TypedFactoryFacility (I usually use interface-factories).
I got round this by disabling the automatic enabling of the Castle Windsor delegate-factory when using the Typed Factory Facility: