So far the idea of laminating layers of veneer seems like the best one overall. I'm not very keen on the idea of using a porous veneer, so epoxy probably wouldn't be necessary. Plus, if you keep the veneer clamped flat while gluing I don't think that there would be a huge chance of warping.
Bracing the pickguard sounds like a great idea. You would never see the bracing. You could even radius the pickguard slightly for appearance if you so desired.
As the purpose of a pickguard is to protect the guitar from scratches, it makes me wonder what the best finish would be. Epoxy is tough, but scratch repairs would be more difficult. I'm thinking that for a pickguard a polyurethane varnish might be a good choice.
I've used thinned out polyurethane in multiple coats for oak door thresholds and that was extremely durable. I applied 30 thin coats and completely filled the oak grain and they really looked great.
I also plan to make wooden pickup mounting rings for the ES-335.
Now I'm thinking that maybe I need to make wooden knobs for the controls and switches.
Perhaps a layer of ebony veneer over the pickup tops. would look nice.