Thanks for all that, Kael. That's pretty awesome! Here's my own contribution.
When doing my own research, I looked primarily at religious curses and their origins. One page I found (the essay being spread around the 'Net quite a bit) talks specifically of Catholic/Christian curse words:
http://www.studyworld.com/newsite/ReportEssay/literature/Mythology\Evolution_of_Profanity-7.htm
Apparently 'gadzooks' is derived from God's Hooks, a reference to the crucifixion, and was therefor quite offensive. 'Blimey' comes from the Cockney expression "Gorblimey" or "God blind me". Generally anything referencing God's / Jesus' blood or the crucifixion was a severe expletive.
The wikipedia page on profanity is also an interesting read. In particular, I like the list of types of profanity for each culture.
http://en.wikipedia.org/wiki/Profanity
It's hard to use our world's religious profanity to come up with appropriate Erebus profanity. The "God" of our world doesn't have different spheres of influence or varied origin stories, like the pantheon of Erebus. Also, despite what some people may claim, one will not get struck down by cursing in our world. Though that won't exactly happen on Erebus, you certainly don't want to get a god pissed off at you.
Other considerations I tried to keep in mind were based on sound. Alliteration. Rhyming. Hard consonants. Quick and easy sayings. These are what make long-lasting profanity.
So, here are a few ideas I came up with:
"Junil/Lugus blind me!"
I think a follower of Junil would use this curse if ever confronted with something they feel blasphemous. Junil simply seems like one of the most rigid gods to me - but that could be because of how the Bannor present his teachings.
Anyone would use the Lugus version, of course. He is the sun god afterall. In this case, it would be similar in usage to the Junil version, but more widely applied to anything the speaker doesn't want to see (or hear).
"Junil bind me!"
I don't know why this came to mind, though it has an obvious similarity to the previous one. In this case, the speaker is voicing concern over their own conduct. Think of, "or so help me!"
"Bhall's fall!"
It rhyming made this obvious. I think of this being used when the speaker is made aware of some rather bad news. Of course, would be considered blasphemous by those who currently worship Bhall. Similar to "Damn it!"
"Arawn take you!"
A common battle cry, but also a curse used upon those you wish ill-will, especially when you can't do anything to them yourself. Similar to "Damn you!"
"The attention of Arawn."
An idiom meant to express the state of being ignored.
"Sirona guide me."
"Lugus light the way!"
Similar sayings used by the devout hoping for extra wisdom or foresight.
"Pieces of Sucellus!"
Similar to profanity surrounding the crucifixion, I thought there should be something for the dismemberment of Sucellus. Simply used to express shock. Often shortened to simply, "Pieces!"
This next one will come across as a rip-off. It basically is, but I like it too much. (thanks, Rex rgis of Ter)
"Agares' Blood and the Ashes of Hell!"
A very strong expletive, likely originating from the Bannor survivors of hell. "Agares' blood" refers to the many twisted creatures that live in the realm of Agares. "Ashes of Hell" specifically refers to the choking fields of ash within Agares' realm, but generally indicates the many horrible forms of geography in that place. The two together sum up what the Bannor had to endure while in Hell. Variations include:
"Agares' Blood!"
"Bloody hell!"
"Blood and ashes!"
I hope to get more (at least one for each god), but this is a good start.