Hey,
You will have to do your CPL in UK or any CAA approved FTO, there are few in the US, Spain and even Australia got one. (Unless you get written approval to do it in any other JAA state).
IR/ME conversion can be done in any JAA state. I think south of Europe would be the cheapest and you can probably finish fast (weather) and find some cheap accom. if you going to do this in the winter.
You might try to look for something in Eastern Baltic coutries but I dont think there will be too many schools to choose from.
Good Luck.