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Entity Framework - DbUpdateException to a custom Exception
if (e.InnerException.InnerException.Message.Contains("UNIQUE KEY"))
{
     throw new CustomException("message");
}

public class DatabaseDataNotFoundException : Exception
{
    public DatabaseDataNotFoundException() : base() { }

    public DatabaseDataNotFoundException(string message) : base(message) { }

    public DatabaseDataNotFoundException(string message, params object[] args)
        : base(String.Format(CultureInfo.CurrentCulture, message, args)) { }

    public DatabaseDataNotFoundException(string message, Exception inner)
        : base(message, inner) { }

    public DatabaseDataNotFoundException(string message, Exception inner, params object[] args)
        : base(String.Format(CultureInfo.CurrentCulture, message, args), inner) { }

    protected DatabaseDataNotFoundException(SerializationInfo info, StreamingContext context) : base(info, context) { }
}

if (e.InnerException.InnerException.Message.Contains("UNIQUE KEY"))
{
    throw new DatabaseDataNotFoundException("message");
}