[danskmacabre]

I lived in Denmark for some years (My wife's Danish)
I wanted to give our kids a name that wasn't on their "list", yes Denmark does have an official list of names you're allowed to choose (as of about 12 years ago anyway).
I told them I wasn't Danish and we weren't intending to stay in Denmark forever anyway so I should be able to name my kids whatever I want (within sensible limits, calling a kid "Satan" or whatever would be ridiculous).

But I contested it and got a lawyer involved. I had all my correspondence with the civil service all recorded in letters. My Lawyer then requested all documentation they had about my case.
Once they knew I got a lawyer involved, they approved whatever name I liked.

So these European countries can make whatever laws they want, but in regards to this naming limitation, it doesn't stand up to legal challenges if you can be bothered to make the effort.