This article deals with error estimates for the finite element approximation of variational normal derivatives and, as a consequence, error estimates for the finite element approximation of Dirichlet boundary control problems with energy regularization. The regularity of the solution is carefully carved out exploiting weighted Sobolev and Hölder spaces. This allows to derive a sharp relation between the convergence rates for the approximation and the structure of the geometry, more precisely, the largest opening angle at the vertices of polygonal domains. Numerical experiments confirm that the derived convergence rates are sharp.