Recently I've been working on a new store which will be shipping internationally, and needed to set up all the tax rates within the EU, for this the client is deciding to stick to the UK's 20% VAT rate. With this in mind I pulled together a quick CSV which you can download (here: http://db.tt/TrrKtQgc) and simply uploading within Magento by navigating to: Sales > Tax > Import / Export Tax Rates.

Hopefully this will help you speed up setting up multiple EU tax zones!