If you have an address in EU you are eligible to get .eu domains.
The easiest way is to setup a company (as vrcanada said) .
From what I know the UK seems to be a perfect place since you can setup a company in less than 1 day (some hours) very cheap. Since you are not EU citizen you might need to use their address (it's a service you pay for).
And it's 100% legal to do so. There is nothing wrong at it.
After you do that, you can buy .eu domains.