We study the approximation of harmonic functions by means of harmonic polynomials intwo-dimensional, bounded, star-shaped domains. Assuming that the functions possessanalytic extensions to a δ-neighbourhood of the domain, we proveexponential convergence of the approximation error with respect to the degree of theapproximating harmonic polynomial. All the constants appearing in the bounds are explicitand depend only on the shape-regularity of the domain and on δ. We applythe obtained estimates to show exponential convergence with rate O(exp(-b√N)), N being the number of degrees offreedom and b > 0, of a hp-dGFEM discretisation ofthe Laplace equation based on piecewise harmonic polynomials. This result is animprovement over the classical rate O(exp(-b 3√N)), and is due to the use of harmonic polynomialspaces, as opposed to complete polynomial spaces.