If you don't need it, don't do it. If you have to, Austro Control are probably the most popular authority to deal with for the written exams, although the people in Ireland are nice as well.
You licence and medical must reside with a particular state, so choose it carefully.
You would be best taking the rotary licence first, then bridge over with 5 exams to fixed wing. That way you don't have to do the Mass & Balance for the 737.