Plproxy functions inside transactions and Pl/pgsql exception handling

As far as I understand, it is a known problem of using plproxy, that it
cannot be rolled back if used inside transactions. But I need something
similar to this functionality.

I have some data, that is duplicated across the DB partitions, and to be
exact, there is i.e. a plproxy-partitioned DB, containing users. For the
list of user's friends to be in the same DB, where the user himself is,
I need to duplicate the 'user-friend' data to the partition of the user,
and the partition of the friend.

So I need to call SEVERAL plproxy functions inside a transaction.

Well, I understand that plproxy does not support well that kind of usage
(will it?). But I need to create some mechanism to do a check and a
rollback (if neccessary) manually inside the PL/pgsql function that does
this job.

How can I do that, if, afaik, PL/pgsql does not support exception handling?