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This question is getting old, but there is actually an elegant way to create such an exception boundary: create a function as the one proposed by @Tim Martin, then wrap the old code into lambdas that will be called by the exception boundary handle. Here it the excception boundary handle:

template<typename Callable>
auto exception_boundary_handle(Callable&& func, const std::string& msg=""s)
    -> decltype(func())
{
    try
    {
        return func();
    }
    catch( const Poco::Exception &e )
    {
        try{ LogCritical( Logs.System(), std::string( e.displayText() ).append( msg ) );}catch(...){assert(0);}
    }
    catch( const std::exception &e )
    {
        try{LogCritical( Logs.System(), std::string( e.what() ).append( msg ) );}catch(...){assert(0);
    }
    catch(...)
    {
        try{ LogCritical( Logs.System(), std::string( "Exception caught in " __FUNCTION__ ". " ).append( msg ) );}catch(...){assert(0);}
    }  
}

You can use it as follows:

int some_func(int eggs)
{
    return exception_boundary_handle([&] {
        // put the old code here,
        // I filled it with pseudo-random stuff
        eggs += 42;
        return eggs;
    },
    "Extra error message if you ever need it");
}

Of course, since this is not a macro solution, you will have to add another parameter if you want to inject the __FUNCTION__ information into the handler:

template<typename Callable>
auto exception_boundary_handle(Callable&& func,
                               const std::string& msg=""s,
                               const std::string& func_name="")
    -> decltype(func())
{
    try
    {
        return func();
    }
    // ...
    catch(...)
    {
        try{ LogCritical( Logs.System(), std::string( "Exception caught in "s + func_name + ". "s ).append( msg ) );}catch(...){assert(0);}
    }  
}