docs: add exception handling section

Author: heitorlessa

Diff for: docs/core/event_handler/api_gateway.md

@@ -487,9 +487,10 @@ You can use **`not_found`** decorator to override this behaviour, and return a c
 
 === "app.py"
 
-    ```python hl_lines="10 12 15" title="Handling not found"
+    ```python hl_lines="11 13 16" title="Handling not found"
     from aws_lambda_powertools import Logger, Tracer
     from aws_lambda_powertools.logging import correlation_paths
+    from aws_lambda_powertools.event_handler import content_types
     from aws_lambda_powertools.event_handler.api_gateway import ApiGatewayResolver, Response
     from aws_lambda_powertools.event_handler.exceptions import NotFoundError
 
@@ -514,7 +515,6 @@ You can use **`not_found`** decorator to override this behaviour, and return a c
     def catch_me_if_you_can():
         return {"message": "oh hey"}
 
-    # You can continue to use other utilities just as before
     @logger.inject_lambda_context(correlation_id_path=correlation_paths.API_GATEWAY_REST)
     @tracer.capture_lambda_handler
     def lambda_handler(event, context):
@@ -524,6 +524,47 @@ You can use **`not_found`** decorator to override this behaviour, and return a c
 
 ### Exception handling
 
+You might want to handle an exception outside your route like custom validation errors or anything that warrants a different response (status code, headers, body).
+
+You can use `exception_handler` decorator with any Python exception.
+
+=== "app.py"
+
+    ```python hl_lines="10 15" title="Exception handling"
+    from aws_lambda_powertools import Logger, Tracer
+    from aws_lambda_powertools.logging import correlation_paths
+    from aws_lambda_powertools.event_handler import content_types
+    from aws_lambda_powertools.event_handler.api_gateway import ApiGatewayResolver, Response
+
+    tracer = Tracer()
+    logger = Logger()
+    app = ApiGatewayResolver()
+
+    @app.exception_handler(ValueError)
+    def handle_value_error(ex: ValueError):
+        metadata = {"path": app.current_event.path}
+        logger.error(f"Malformed request: {ex}", extra=metadata)
+
+        return Response(
+            status_code=400,
+            content_type=content_types.TEXT_PLAIN,
+            body="Invalid request",
+        )
+
+
+    @app.get("/hello")
+    @tracer.capture_method
+    def hello_name():
+        name = app.current_event.get_query_string_value(name="name")
+        if name is not None:
+            raise ValueError("name query string must be present")
+        return {"message": f"hello {name}"}
+
+    @logger.inject_lambda_context(correlation_id_path=correlation_paths.API_GATEWAY_REST)
+    @tracer.capture_lambda_handler
+    def lambda_handler(event, context):
+        return app.resolve(event, context)
+    ```
 
 
 ### Raising HTTP errors