This paper derives Gaussian approximation bounds for the standardized aggregate wireless interference (AWI) in the downlink of K-tier heterogeneous cellular networks when base stations in each tier are distributed over the plane according to a (possibly non-homogeneous) Poisson process. The proposed methodology is general enough to account for general bounded path-loss models and fading statistics. The deviations of the distribution of the standardized AWI from the standard normal distribution are measured in terms of the Kolmogorov-Smirnov distance. An explicit expression bounding the Kolmogorov-Smirnov distance between these two distributions is obtained as a function of a broad range of network parameters such as per-tier transmission power levels, base station locations, fading statistics and the path-loss model. A simulation study is performed to corroborate the analytical results. In particular, a good statistical match between the standardized AWI distribution and its normal approximation occurs even for moderately dense heterogeneous cellular networks. These results are expected to have important ramifications on the characterization of performance upper and lower bounds for emerging 5G network architectures.