Does PDFpen support Bates numbering?

Yes, bates numbering is available in PDFpen and PDFpenPro. You can find more information on Numbering Pages in the latest version of PDFpen and PDFpenPro via the Help manual.

Bates Numbering (PDFpen/Pro v.10 or higher)

1. Choose Edit > Headers, Footers, Page Numbers > Insert.
2. Choose Bates Numbering under the "Format" option. 

Bates Numbering (PDFpen/Pro v.6x - 9x)

1. Choose Edit > Insert Page Numbers
2. In the Insert Page Numbers window under the Format dropdown menu, choose "Bates Numbering"

Bates Numbering with AppleScript

1. From the menu bar choose the Script menu > "Number Pages Using Bates Numbering…"

Or, if you are familiar with AppleScript, you can hold down the Option key and change the script in the Script Editor.