Nah, I don't think so.
They tend to only go after the .com if they want an official website address. I think colinfirth.eu will be fine.
It's mostly the music industry that go after "squatters" anyway, movie stars tend not to have an official website and most stars won't chase after fan sites because they're just that - fan sites.
If you had the .com then it might be different - if the star wanted to have a web presence, that's where they go. Or, of course, if you run, or direct traffic to, a porn site then you're also be likely to be shut down.
I think you'll be fine with that domain. Nice name by the way!
Should be quite easy to get traffic to, once it's up and running and indexed in the search engines.