I've just add a patch to gpcontext:
http://renojrl.lrv.uvsq.fr/darcsweb.cgi?r=gpConTeXt;a=commit;h=20060409225743-bbe44-c018188c62ee5c3a226e395818b7ca243897a136.gz
This patch is a new sample (a plot for my PhD in fact ;) ).
As a result:
set xlabel "$\\varphi$ (\\Rad)"
set ylabel "$\\delta_z (\\varphi)$ (\\Meter)"
=> don't work
Remove (\\Rad) and (\\Meter) and sample2 works.
Cheers,
Renaud