"Lait" is often pronounced as in "les", je "l'ai" or il "est" As for "erreur", there isn't any accent on the first "e" and it is pronounced in the same way the examples above are. "È" is a different sound which is slightly longer and it is pronounced in words like: grève/strike or chèvre/goat. Can you see the difference?

La prononciation du son "é" varie aussi selon la région. Par contre comme la réponse précédente l'indique, il faut distinguer entre "é" et "è" Au Québec par exemple, le mot "baleine" (bal-ène) est assez drôle vu les différentes manières don't il est prononcé.

Indeed, the dictionary might say that the pronunciation is as you mentioned; however, as we are talking about pronunciation, it is difficult to show exactly the differences in written. Furthermore, there are many different accents in France and some people may say those words the way the dictionary mentions them, and others, the way I explained it to you. You might even hear different sounds for those words, as I don't know all the accents in France. In a nutshell, it's for you to pronounce the words in the way that suits you best. As long as you're comfortable, that's okay. You should still be understandable either way, and people normally don't pay to much attention to it.