In which country do you live in?
First, would be nice to know where in EUR you're residing as local laws in many EU countries may differ.
I reside in the Netherlands.
If the OP wants to do it in his country, then the only correct advice is to send an inquiry to the local authorities and explain his situation to them. As I wrote in the previous post, there are other completely legal ways to do it in some other EU countries without involving banks, CEX and without KYC.