First, you must make your physical address public. Indie game developers can use a P.O. Box, but it’s still a hassle.

Second, you need a "safety representative" residing in the EU who ensures that your game meets safety standards.

Maybe gamers in the EU should urge their politicians to amend these rules and make them more indie‑game‑developer‑friendly.

P.S.

See: https://igda-gasig.org/what-and-why/demystifying-eaa-gpsr/