Twilio Studio IVR - Is there a way to play a default error message and return to the most recent Gather widget when invalid digits are entered?

I know that I can accomplish this for a single Split widget by connecting the "No Condition Matches" transition to a Say/Play widget and then transition that back to the previous Gather, but is there a way of dynamically determining the last-played Gather so that I don't need a new Say/Play widget for every Split in my flow?

To my knowledge, the answer is no. You would need to specify a new widget for each gather widget's error case.