I might be wrong, but my understanding is that you need to call the airspace owner of the airspace you're travelling through. For a CTA/TMA that would normally be "Approach", for a CTR that would be "Tower".
Convention differs between the UK and Benelux/Germany. In the UK, VFR arrivals are expected to contact the approach frequency first if it exists (even outside controlled airspace). In the NL and Germany, contact is made with the tower, and approach is often not involved at all for VFR flights.
I learned that after a couple of exchanges with approach controllers in the NL and Germany 20 years ago. The exchanges were polite and helpful, but the controller clearly thought "what on earth is this guy thinking?!"