I read recently that there was a rumor about watch fortress Erioch being built on a Necron Tomb world, but haven't seen any indication of that yet in the books I have for DW. Is this in one of the books, or is it a theory among the fanbase hinted at from somewhere else?

It's never explicitly stated to be of Necron origin - in Core (p. 328), the description says "[Erioch] is built on a ruined artefact that was old when Terra’s star was first forming." which might mean anything, including 'crons. To further complicate things, Erioch's underlying structure is said to very, very closely resemble a Ramilles-class star fort in RoB (see p. 228.) The trope of Humanity's defenders occupying xenos structures after booting out the previous occupants is also quite popular - I think both Steve Parker's Deathwatch and Andy Hoare's Alien Hunters partially take place in DW watch fortresses of xenos origin.

Considering the books (particularly the ones before The Outer Reach, so, well, almost the full series ) are full of vague hints and prophecies about looming threats and apocalyptic events, partially to provide some creative space for aspiring GMs without spelling everything out, and remembering that DW is set in 816.M41, well before the Imperium's first recorded contact with the 'crons in 897.M41, it's easy to jump to the conclusion that vagueness must mean evil space Egyptians -- especially as some locations and prophecies mentioned in early books are confirmed (or hinted even more heavily, wink wink ) to have Necron connections by tOR. Still, even tOR generally leaves to the reader to connect the final dots, and the other books are even less specific.

As a general rule, only the Outer Reach will give you confirmed Necron locations or activities, so if Erioch is not in that one, and I don't remember it, it's not "official". On the other hand, based on the hints the possibility is definitely there.

Lots of hints, few answers.

I did get inspired by such hints: I set up one Watch Fortress Xerxes orbiting a dead pre-Imperial hive world in the forbidden Threnos Zone in the Calixis Sector. The Librarian character eventually found out that the world had been enslaved by the Yu'vath.