This works in most EU countries, but Id pick one where the tax authorities arent so aggressive, and you dont risk becoming a tax resident easily. So Estonia, Latvia, Lithuania, Ireland and maybe Slovenia, Czechia, Slovakia, Croatia, Cyprus, Malta.
And while not an EU country, the UK works great for this as one gets access to many good EMIs with a UK address and the UK has very clear rules for tax residency and generally uses utility bills to prove one's address and not like a personal number linked to a central register. International european EMIs typically require utility bills even in countries where personal︀ numbers/codes are used though, so it is not a huge hurdle.
A while back I︁ actually rented a cheap room in Northern Ireland for a while just to have a︂ UK address - worked flawlessly.