An alternative to halting in a helper

gistfile1.rb

get '/users/:user_id/projects/:project_id/tasks-due-on/:task_date' do
  user = User.find(params[:user_id])
  halt 404 unless user

  project = user.projects.find(params[:project_id])
  halt 404 unless project

  # etc...
end

It mixes error handling code with the happy path code. I know what your concern is and there must be a balance.

I don't see why error handling and the happy path should be separated, though. You don't split them in model methods, so why split them in controller actions?

Yes, multiply-nested conditionals are fugly. However, as I've shown above, they're not necessary.