After years of NGINX love and hate I finally managed to have my error pages properly styled. Not one HTML page per error, but one template for all.
I always ended up using HTML files for the most common errors, but this is time consuming and annoying to do. Now I have just one error HTML page where I can have custom error messages and descriptions.
It uses the SSI module which is part of NGINX, so no fancy external module.
I hope it helps you as well!