I noticed a slight difference between the PhoneBootstrapper and the standard MS Phone template and was wondering if it made sense to add a bit of code...
In the standard InitializePhoneApplication there's a line
RootFrame.NavigationFailed += RootFrame.NavigationFailed;
// A navigation has failed; break into the debugger
So all we need is virtual function on PhoneBootstrapper (OnNavigationFailed) with that as default behaviour and we have some nicer error handling behaviour which is modifiable if necessary.