  Under the key assumption of finite {\rho}-variation, {\rho}\in[1,2), of the
covariance of the underlying Gaussian process, sharp a.s. convergence rates for
approximations of Gaussian rough paths are established. When applied to
Brownian resp. fractional Brownian motion (fBM), {\rho}=1 resp. {\rho}=1/(2H),
we recover and extend the respective results of [Hu--Nualart; Rough path
analysis via fractional calculus; TAMS 361 (2009) 2689-2718] and
[Deya--Neuenkirch--Tindel; A Milstein-type scheme without L\'evy area terms for
SDEs driven by fractional Brownian motion; AIHP (2011)]. In particular, we
establish an a.s. rate k^{-(1/{\rho}-1/2-{\epsilon})}, any {\epsilon}>0, for
Wong-Zakai and Milstein-type approximations with mesh-size 1/k. When applied to
fBM this answers a conjecture in the afore-mentioned references.
