Looking at the source, you need to specify encoding and version in the constructor, not in the method call:

my $gen = XML::Generator->new(
    conformance => 'strict',
    escape      => 'always',
    pretty      => 2,
    encoding    => 'UTF-8',
    version     => '1.0',
);

print $gen->xmldecl(),
$gen->request(
    $gen->name('value')
);
[download]