Hi DutchDutch,
I changed my licence from french to italian time ago, for the french did not want to endorse one of my ratings taken abroad.
Straightforward for EASA licences, but some countries will require you to have proof of residency. Italy did not, UK will also issue it regardless of where you live. France will not, check that out with belgium.
You will have to transfer your medical records to the CAA issuing your new licence, and if I am correct do at least the first medical there..
Hope it helps
Regards
mark