Well, for Safe::World I made a full redirection of STDOUT and STDERR, with the option to redirecto to another HANDLER, SUB or SCALAR.

I have striped this code from it:

  ## Redirecting to another IO:
  tie(*STDERR => 'Safe::World::stderr' , \*STDOUT ) ;
  
  ## Redirecting to a SUB:
  sub errors { print "ERR>> @_\n" ;}
  tie(*STDERR => 'Safe::World::stderr' , \&errors ) ;
  
  ## Redirecting to a scalar:
  my $stderr ;
  tie(*STDERR => 'Safe::World::stderr' , \$stderr ) ;
  print "REDIRECT << $stderr >>\n" ;

package Safe::World::stderr ;

sub print_stderr {
  my $this = shift ;
  my $stderr = $this->{STDERR} ;
  
  if ( ref($stderr) eq 'SCALAR' ) { $$stderr .= $_[0] ;}
  elsif ( ref($stderr) eq 'CODE' ) { &$stderr($_[0]) ;}
  else { print $stderr $_[0] ;}
  
  return 1 ;
}

sub TIEHANDLE {
  my $class = shift ;
  bless( { STDERR => $_[0] }  , $class) ;
}

sub PRINT {
  my $this = shift ;
  $this->print_stderr( join("", (@_[0..$#_])) ) ;
  return 1 ;
}

sub PRINTF { &PRINT($_[0],sprintf($_[1],@_[2..$#_])) ;}

sub READ {}
sub READLINE {}
sub GETC {}
sub WRITE {}
sub FILENO {}
sub CLOSE {}
sub DESTROY {}
[download]

Note that if you want to catch all the error messages, you also should set $SIG{__WARN__} and $SIG{__DIE__}:

  $SIG{__WARN__} = \&print_stderr ;
  $SIG{__DIE__} = \&handle_die ;
[download]

Enjoy! ;-P