UPDATE
I've just pushed d767bcb30cb24f648d6179985c04383a47e84dd3
In BenchmarkAggregatorFrame.java, the method createAndDisplay(...) should start with
SwingUncaughtExceptionHandler.register();

If that's done, then all exceptions should be displayed to the user and there's no need to catch them explicitly.
If SwingWorker throws checked exceptions, catch them and just retrown them wrapped in an IllegalStateException. Don't try to handle them, as you risk eating them.