In case you are trying to log all errors make sure you keep Task.WhenAll line in your code, lot of comments suggest that you can remove it and wait for individual tasks. Task.WhenAll is really important for error handling. Without this line you potentially leaving your code open for unobserved exceptions.
var catTask = FeedCat();
var houseTask = SellHouse();
var carTask = BuyCar();
await Task.WhenAll(catTask, houseTask, carTask);
var cat = await catTask;
var house = await houseTask;
var car = await carTask;
Imagine FeedCat throws exception in the following code:
var catTask = FeedCat();
var houseTask = SellHouse();
var carTask = BuyCar();
var cat = await catTask;
var house = await houseTask;
var car = await carTask;
In that case you will never await on houseTask nor carTask. There are 3 possible scenarios here:
SellHouse is already completed successfully when FeedCat failed. In this case you are fine.
SellHouse is not complete and fails with exception at some point. Exception is not observed and will be rethrown on finalizer thread.
SellHouse is not complete and contains awaits inside it. In case your code runs in ASP.NET SellHouse will fail as soon as some of the awaits will completed inside it. This happens because you basically made fire & forget call and synchronization context was lost as soon as FeedCat failed.
Here is error that you will get for case (3):
System.AggregateException: A Task's exception(s) were not observed either by Waiting on the Task or accessing its Exception property. As a result, the unobserved exception was rethrown by the finalizer thread. ---> System.NullReferenceException: Object reference not set to an instance of an object.
at System.Web.ThreadContext.AssociateWithCurrentThread(Boolean setImpersonationContext)
at System.Web.HttpApplication.OnThreadEnterPrivate(Boolean setImpersonationContext)
at System.Web.HttpApplication.System.Web.Util.ISyncContext.Enter()
at System.Web.Util.SynchronizationHelper.SafeWrapCallback(Action action)
at System.Threading.Tasks.Task.Execute()
--- End of inner exception stack trace ---
---> (Inner Exception #0) System.NullReferenceException: Object reference not set to an instance of an object.
at System.Web.ThreadContext.AssociateWithCurrentThread(Boolean setImpersonationContext)
at System.Web.HttpApplication.OnThreadEnterPrivate(Boolean setImpersonationContext)
at System.Web.HttpApplication.System.Web.Util.ISyncContext.Enter()
at System.Web.Util.SynchronizationHelper.SafeWrapCallback(Action action)
at System.Threading.Tasks.Task.Execute()<---
For case (2) you will get similar error but with original exception stack trace.
For .NET 4.0 and later you can catch unobserved exceptions using TaskScheduler.UnobservedTaskException. For .NET 4.5 and later unobserved exceptions are swallowed by default for .NET 4.0 unobserved exception will crash your process.
More details here: Task Exception Handling in .NET 4.5