Answer: None, actually. You cannot directly pass an Error object to native code in a component, as that object type won't be meaningful in C++. You could stringify the Error and pass it as JSON, but that's something of a pain.
Here's a C++ example to generate an Access Denied (E_ACCESSDENIED) that's usable across the component boundary:
static void ThrowAccessDenied();
throw ref new Platform::AccessDeniedException();
And clearly you can extend ErrorHelper to include other methods for additional errors you need to use.
Thanks to Rob Paveza for this solution.