Maybe try kraken or binance since mostly they have cheap fees regarding on this matter. Also try to read this article so that you can get an idea about it https://www.datawallet.com/crypto/buy-usdt-europe

I'm not from Europe but try read more suggestion then research about it since it's really better to have multiple suggestions so that you will not do any wrong decision especially we are dealing crypto where everything is not reversible so you need to do extra precautionary measure so that we don't fall unto those scams.

If you also want to see some information on how to buy USDT in binance then check this https://www.binance.com/en/how-to-buy/tether because it can really help.