Having worked for an ATO in Greece I can echo those words that the HCAA (YPA) is an absolute pain to deal with, like any public service in Greece - they could turn changing a light bulb into a bureaucratic monster. We had to have our licence and medical checked at the airport local HCAA office for every single training flight we did, and every flight required a flight plan, even if you were doing a single circuit. Sometimes the same person would check your licence and medical six or seven times in the same day..and the paperwork they generate is unbelievable. There were offices piled high with forms in a filing system that could only be described as 'a pile of paper' - I jest you not, they could take care of the Amazon rainforest in an afternoon!
The only bonus with doing your ATPLs in Greece is the examination price.
The rules only state that you must do your examinations in the same country as the ATO which conducted your ATPL theory training.
BTW, Egnatia is very good. I did some training work there and it is a very good set-up.
They can't be blamed for YPA! ;-)