We upgraded my son's PC to put in a Gigabyte Z97 mobo and a Pentium G3258, under Windows 10. Everything went fine. Then we installed all the Gigabyte apps that came with the mobo and started getting the WHEA error. Tried everything to resolve it without success. In the end I uninstalled all of the Gigabyte crap (the App, VTune, Easytune, @BIOS etc.) and reset the BIOS to defaults. Everything is cured now.
I think the problem lies with the Gigabyte software not being compatible with Windows 10 - something (possibly the Turbo Boost?) doesn't agree with Win 10.
Only problem now is that we can't easily overclock the G3258 which was the whole point of the exercise, so we're having to buy an i5 processor instead.