Ok. I have tried to reproduce this error, but it works for me.
If you have any possibility to download the EPPlus source, compile it in debug mode and set a reference to it.
Maybe you could try to change your code to this:
// Worksheet index is 1-based, change 0 to 1
for (int i = 1; i < 100; i++)
throw new Exception("Exception occurred at index " + i, e);
Then hopefully the index of the first exception might give you a hint. The stacktrace of the inner exception might also be interesting.