Correct way to catch Native exceptions and marshal them throughout multiple methods in C++/CLI?

I am creating a C++/CLI Wrapper for a C++ Native Library inVisual Studio 2012.

So I know you can catch exceptions and deal with Exceptions like in this post.

However I am wrapping some classes that may throw User defined exceptions in several places.

Is there was a way to avoid putting the "try{} catch()" in every method of the wrapper before calling the Native code?

Maybe something like an anonymous method? Would it be considered a good "practice"?

Thanks!

Dzyann.-