Electroencephalography (EEG) recordings are analyzed using battery-powered wearable devices to monitor brain activities and neurological disorders. These applications require long and continuous processing to generate feasible results. However, wearable devices are constrained with limited energy and computation resources, owing to their small sizes for practical use cases. Embedded heterogeneous multi-core platforms (HMPs) can provide better performance within limited energy budgets for EEG applications. Error resilience of the EEG application pipeline can be exploited further to maximize the performance and energy gains with HMPs. However, disciplined tuning of approximation on embedded HMPs requires a thorough exploration of the accuracy-performance-power trade-off space. In this work, we characterize the error resilience of three EEG applications, including Epileptic Seizure Detection, Sleep Stage Classification, and Stress Detection on the real-world embedded HMP test-bed of the Odroid XU3 platform. We present a combinatorial evaluation of power-performance-accuracy trade-offs of EEG applications at different approximation, power, and performance levels to provide insights into the disciplined tuning of approximation in EEG applications on embedded platforms.