Is it a package early in the install order?  If so, I'm not sure what
can be done about it as the error dialog is running with a root of
inside the chroot where the icons don't exist yet. 

Unless there's some hidden gtk trick I don't know about...

Do you have the icon theme rc file but not the icons or something?
You should at least get the default GTK+ fallback icon.

(BlueCurve I think still  needs to be fixed up not to use a RC file
for its icon theme, which might make it more robust if the problem
is indeed that only part of redhat-artwork is installed.)

The icon theme rc file is there and the icons are there as long as the
process isn't chrooted into /mnt/sysimage.  It's when an error occurs
with the process root being /mnt/sysimage that things get ugly.

Not really sure there's anything to be done, though (without
drastically changing the way I handle errors)

How much of redhat-artwork is in /mnt/sysimage? If nothing
of redhat-artwork is in there, no problems should occur. 

At early points in the install, none of it.  The package hasn't been
laid down on the disk yet.

With the rework of the icon theme, this hopefully will be better now.