Whilst the EU directive may well be in force, this does not stop the various country's officials doing the stop check. In the end you may well be able to pull the trump card "EU directive" this will be further down the line after many hours delay.
We operate a variety of aircraft on different registers and they are all regularly ramp checked for VAT - particularly in France and increasingly in Italy (where you are also subject to "Luxury Tax" - tax on any luxury goods, which works out very, very expensive for the sake of a bit of paper!)
For the sake of carrying the extra paperwork, I'd do it.