I'll be honest, I've been selling EU wide for a while now (~2 years), only abiding by UK laws for the LTD, and before that with a Belgian BVBA. There's all the laws which I never thought about, and no one ever said anything about it. Sure, it's not sustainable long term, but now I can fix all of it because I actually have a profit.

So, you can either be afraid and dump a lot of your money into "doing everything right" or start right away and fix shit later. I'd say don't be discouraged by the seemingly spooky EU laws.