How do I get errors to propagate in the TeamCity PowerShell runner

An alternative to the accepted answer that works for me On TeamCity 9 (I don't like changing the 'Build Failure Conditions' option as it affects all build steps):-

I wanted PowerShell errors to fail the build step, but with a pretty message.
So I wanted to throw an error message AND return an error code.... try / catch / finally to the rescue.

**EDIT for clarity**: This script is supposed to fail. It is demonstrating that it is possible to throw an exception AND to return an exit code.
So you get both, the exit code for TeamCity to deal with, and, in my case, a nice clear debug message that shows where the issue was.

My demo script:

Try {
Write-Host "Demoing the finally bit"
# Make sure if anything goes wrong in the script we get an exception
$ErrorActionPreference = "Stop"

# This will fail and throw an exception (unless you add the file)
Get-Content IDontExist.txt
}
Catch
{
# Throwing like this gives a pretty error message in the build log
throw $_
# These give less pretty/helpful error messages
# Write-Host $_
# Write-Host $_.Exception.Message
}
Finally
{
# 69 because it's more funny than 1
exit(69)
}

i've inserted

exit $LASTEXITCODE

at the end of my scripts (powershell + cmd) so there are npm errors propageted