Glad to hear it's here just in time. I am using 9.4, though, so I wish I could figure out why it's returning NULL when I use it. And the error message string doesn't contain any column name to parse in my output.
As far as I recall, COLUMN_NAME is new in 9.4. If you're trying with an earlier version, you can't get that info other than by parsing the error message string.
Adrian provided an example of trying to place a valid date into a non-date column. The data itself was correct but the place it is being stored to is invalid and can be reported explicitly.
Shawn provided an example of trying to create an integer using an invalid value. Type input errors are not column specific and so the error - which is basically a parse error - does not provide column information.
There is likely some more experimenting here, and maybe room to attached optional contextual markers to make better error messages, but fundamentally these are two different kinds of errors which cannot be generalized over to the extent of saying "errors should provide column name information"...because what would you do for { SELECT 'a'::int }?