If the aircraft is set up to work off QNH, including the GPWS then you will need to operate to QNH; otherwise you may get in the habit of ignoring GPWS warnings.
I have had a bit of experience operating an Airbus into CIS airfields and that would only work if QNH was selected (it is possible to have the aircraft operate to QFE, but that is an engineer function and is not selectable by the pilot). We also used AERAD approach plates which gave the height and altitude on the same chart.
The principle is straightforward, when given QFE by ATC you apply the correction given on the approach plates to convert it to QNH. When cleared to a height by ATC you then look at the chart and next to that height will be an altitude; you then simply fly to the altitude. ATC give you a small number and you fly to the big number - simple and no problem of crews having to convert and making a mistake.
As mentioned earlier, you will not get cleared to intermediate heights. If you go to an airfield frequently, as we did, then your company may wish to prepare conversion charts for that airfield that has all the information on one page which makes life a little easier.
Ideally, your operator should have procedures laid down in the operations manual detailing how you fly the aircraft in these areas. They normally appear in the Part C, if they don't then file an ASR and get them to put procedures in place.