Ok, I think I got it - I think it's an error in the package itself..
First of all, according to the error message above, the 'undefined control sequence' seems to occur for \verbatim@out. I first tried to debug the macros using a \tracingmacros=1 in the .tex file, but that didn't tell me too much.
Then I read a bit through verbatim.pdf - A New Implementation of LaTeX's verbatim and verbatim * Environments., and it says:
As a final nontrivial example we describe the definition of an environment
called verbatimwrite. It writes all text in its body to a file whose name is
given as an argument. We assume that a stream number called \verbatim@out has
already been reserved by means of the \newwrite macro.
Ahha... well, gnuplottex.dtx (and the corresponding gnuplottex.sty that gets generated), actually doesn't use \newwrite at all!!
So I simply opened my /PATH/TO/texlive/texmf-dist/tex/latex/gnuplottex/gnuplottex.sty in a text editor, and inserted a \newwrite\verbatim@out
after line 84 - so the code around it now looks like:
...
\newcounter{fignum}
\def\figname{\jobname-gnuplottex-fig\thefignum}
\def\gnuplotverbatimwrite#1{%
\newwrite\verbatim@out % <===== ADDED HERE!!
\def\BeforeStream
{\message{Opening gnuplot stream #1}%
\immediate\write\verbatim@out{\string set terminal \gnuplotterminal \gnuplotterminaloptions}
\immediate\write\verbatim@out{\string set output '\figname.\gnuplottexextension{\gnuplotterminal}'}
}
\@bsphack
\immediate\openout \verbatim@out #1
\BeforeStream%
...
... and now the basic example seems to work :) (although, I cannot really tell if this is all there is to it :))
Cheers!