AFAIK while(<>) already does that. Observe:

> perl -nple1 non-existing
Can't open non-existing: No such file or directory.

> perl -nple1 unreadable.txt
Can't open test.txt: Permission denied.
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update: actually, it appears to just skip processing the file (giving the warning), instead of abort, so you still need a SIG{__WARN__} or use warnings FATAL => all to catch it.