Well, I hold a JAAR PPL license issued by the UK CAA. I reckon that no validation issues arise from using that license in my G-REG aircraft anywhere in the world that is an ICAO signatory country.
That said, some local regulations in non-European countries do have their own, ahem, little local permissions to obtain if you don't like your flying to be accompanied by small arms fire....
Unless anyone reckons differently?
Ripline