I'm afraid this will be hard for you. The formats used in Europe do not recognise Japanese characters. Japanese ebooks are sold in a different format, so even if you find a store which sells books, they'll probably be incompatible with your ebook reader. What you technically could do would be buying the reader from Japan, since it supports the Japanese ebook format, and buy the books from stores through a VPN. Nevertheless, that option is expensive, as you have mentioned.
You'll find more information about the state of Japanese ebooks in another thread of this forum.
https://www.mobileread.com/forums/showthread.php?t=91438