• Create exception.js in plugins directory (see exception.js)
• Add @/plugins/exception into plugins array of nuxt.config.js
• Use app.$exception function instead of error function in asyncData

Example: pages/index.vue

export default {
 async asyncData({ app }) {
 try {
 const asyncData = {}
 asyncData.posts = await app.$axios.$get('/posts')
 return asyncData
 } catch(e) {
 app.$exception(e)
 }
 }
}

More docs about Nuxt error